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
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
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) Stochastic PDEs for large portfolios with general mean-reverting volatility processes
Hambly, B kolliopoulos, N Probability, Uncertainty and Quantitative Risk volume 9 issue 3 263-300 (01 May 2024) Recent advances in reinforcement learning in finance
Hambly, B Xu, R Yang, H Mathematical Finance volume 33 issue 3 437-503 (07 Apr 2023) 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) Dimension results and local times for superdiffusions on fractals
Hambly, B Koepernik, P Stochastic Processes and their Applications volume 158 377-417 (18 Jan 2023)