+44 1865 615173
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Stochastic partial differential equations, Stochastic processes on abstract metric spaces.
Graduate Teaching Assistant at Balliol College, tutoring Probability and Statistics (2015-2017)
TA, MScMCF Exotic Derivatives (H17)
TA, B8.4 Communication Theory (M16)
TA, C8.1 Stochastic Differential Equations (M14)
Major / Recent Publications:
B. Hambly and W. Yang, Continuous random field solutions to parabolic SPDEs on p.c.f. fractals. Preprint, 2017.
W. Yang, Existence and space-time regularity for damped stochastic wave equations on p.c.f. fractals. Preprint, 2017.
B. Hambly and W. Yang, Existence and space-time regularity for stochastic heat equations on p.c.f. fractals. Accepted for publication subject to revisions in Electronic Journal of Probability, 2017.
B. Hambly and W. Yang, Degenerate limits for one-parameter families of non-fixed-point diffusions on fractals. To appear in Journal of Fractal Geometry, 2017.
The stochastic heat equation on a fractal. Stochastic Analysis seminar, University of Oxford, 24/10/2016.
Part III essay, University of Cambridge, 2014: Backward Stochastic Differential Equations in Financial Mathematics.