Mathematical Topics: random walks, limit theorems, asymptotics,
Levy flights, random waiting
times, renormalization groups, percolation.
Applications: financial derivatives pricing and
hedging, bacterial motion, heat transfer, porous
media, polymers, electrodeposition. |
Micrograph of a lithium battery. (H. Feil, Philips Research, Eindhoven) |
Diffusion-Limited Aggregation. (L. M. Sander) |
Trading of Microsoft stock & the NASDAQ index. (BigCharts.com) |