100 citations · 248 across the 15 of their papers we have counts for
4 papers · 1 filter
Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models
Ben Hambly, Jasdeep Kalsi, James Newbury
Motivated by a zero-intelligence approach, the aim of this paper is to connect the microscopic (discrete price and volume), mesoscopic (discrete price and continuous volume) and ma…
Vorticity in analogue spacetimes
Stefano Liberati, Sebastian Schuster, Giovanni Tricella +1
Analogue spacetimes can be used to probe and study physically interesting spacetime geometries by constructing, either theoretically or experimentally, some notion of an effective…
Boyer-Lindquist space-times and beyond: Meta-material analogues
Sebastian Schuster, Matt Visser
Analogue space-times (and in particular metamaterial analogue space-times) have a long varied and complex history. Much of the previous related work has focused on spherically symm…
Bespoke analogue space-times: Meta-material mimics
Sebastian Schuster, Matt Visser
Modern meta-materials allow one to construct electromagnetic media with almost arbitrary bespoke permittivity, permeability, and magneto-electric tensors. If (and only if) the perm…