Prof. Ben Hambly
Status
Academic Faculty
Professor of Mathematics
Research groups
Research subgroups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Highlighted publications
Control of McKean-Vlasov SDEs with contagion through killing at a state dependent intensity
Hambly, B Jettkant, P Annals of Applied Probability volume 35 issue 6 4381-4438 (23 Nov 2025) Policy gradient methods find the Nash equilibrium in N-player general-sum linear-quadratic games
Hambly, B Xu, R Yang, H Journal of Machine Learning Research volume 24 issue 139 1−56 (01 Apr 2023) A McKean–Vlasov equation with positive feedback and blow-ups
Hambly, B Ledger, S Søjmark, A Annals of Applied Probability volume 29 issue 4 2338-2373 (23 Jul 2019) An SPDE model for systemic risk with endogenous contagion
Hambly, B Søjmark, A Finance and Stochastics volume 23 issue 3 535-594 (10 Jun 2019) Invariance principle for the random conductance model
Andres, S Barlow, M Deuschel, J Hambly, B Probability Theory and Related Fields volume 156 issue 3-4 535-580 (01 Aug 2013) Research interests
My research interests lie in the areas of probability, stochastic processes, mathematical finance and fractals. For further information see my webpage.
Recent publications
Continuous random field solutions to parabolic SPDEs on p.c.f. fractals
Hambly, B Yang, W Stochastic Analysis and Applications 2025: In Honour of Terry Lyons 321-373 (01 Apr 2026) Scaling limit for Brownian motions on the l-level Sierpinski gaskets: the fractal to Euclidean crossover
Croydon, D Hambly, B Kumagai, T Electronic Journal of Probability volume 31 (13 Mar 2026) Optimal control of the non-linear Fokker-Planck equation
Hambly, B Jettkant, P Stochastic Processes and their Applications volume 191 (17 Sep 2025) Contagious McKean-Vlasov problems with common noise: from smooth to singular feedback through hitting times
Hambly, B Petronilia, A Reisinger, C Rigger, S Søjmark, A Electronic Journal of Probability volume 30 1-53 (27 May 2025) An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line
Hambly, B Meier, J Sojmark, A Stochastic Processes and their Applications volume 179 (02 Nov 2024)