Prof. Ben Hambly
Status
Academic Faculty
Professor of Mathematics
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Highlighted publications
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) Convergence of mixing times for sequences of random walks on finite graphs
Croydon, D Hambly, B Kumagai, T Electronic Journal of Probability volume 17 (31 Jan 2012) Asymptotics for functions associated with heat flow on the Sierpinski carpet
Hambly, B Canadian Journal of Mathematics. Journal Canadien de Mathématiques volume 63 153-180 (2011) 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
McKean-Vlasov equations with positive feedback through elastic stopping times
Hambly, B Meier, J Electronic Communications in Probability volume 27 1-13 (29 Aug 2022) A probabilistic model for interfaces in a martensitic phase transition
Cesana, P Hambly, B Journal of Applied Probability (09 Aug 2022) A stochastic model of chemorepulsion with additive noise and nonlinear sensitivity
Chevyrev, I Hambly, B Mayorcas, A Stochastics and Partial Differential Equations: Analysis and Computations (13 Mar 2022) An approximation of solutions to heat equations defined by generalized measure theoretic laplacians
Ehnes, T Hambly, B Journal of Evolution Equations volume 21 805-830 (19 Aug 2020) Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models
Hambly, B Kalsi, J Newbury, J Applied Mathematical Finance volume 27 issue 1-2 132-170 (13 May 2020)