Prof. Ben Hambly | Mathematical Institute

Prof. Ben Hambly

Status:

Academic Faculty

Professor of Mathematics

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Personal website:

http://people.maths.ox.ac.uk/hambly/

+44 1865 615175

ORCID iD:

https://orcid.org/0000-0003-0086-0695

Research groups:

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

A McKean–Vlasov equation with positive feedback and blow-ups
Hambly, B; Ledger, S; Søjmark, A
Annals of Applied Probability issue 4 volume 29 page 2338-2373 (23 July 2019)

An SPDE model for systemic risk with endogenous contagion

An SPDE model for systemic risk with endogenous contagion
Hambly, B; Søjmark, A
Finance and Stochastics issue 3 volume 23 page 535-594 (10 June 2019)

Invariance principle for the random conductance model

Invariance principle for the random conductance model
Andres, S; Barlow, M; Deuschel, J; Hambly, B
Probability Theory and Related Fields issue 3-4 volume 156 page 535-580 (1 August 2013)

Convergence of mixing times for sequences of random walks on finite graphs

Convergence of mixing times for sequences of random walks on finite graphs
Croydon, D; Hambly, B; Kumagai, T
Electronic Journal of Probability volume 17 page 1-32 (31 January 2012)

Asymptotics for functions associated with heat flow on the Sierpinski carpet

Asymptotics for functions associated with heat flow on the Sierpinski carpet
Hambly, B
Canadian Journal of Mathematics. Journal Canadien de Mathématiques volume 63 page 153-180 (2011)

Recent Publications:

An approximation of solutions to heat equations defined by generalized measure theoretic laplacians

An approximation of solutions to heat equations defined by generalized measure theoretic laplacians
Hambly, B; Ehnes, T
Journal of Evolution Equations (19 August 2020)

Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models

Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models
Hambly, B; Kalsi, J; Newbury, J
Applied Mathematical Finance issue 1-2 volume 27 page 132-170 (13 May 2020)

Fast mean-reversion asymptotics for large portfolios of stochastic volatility models

Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, B; Kolliopoulos, N
Finance and Stochastics issue 2020 volume 24 page 757-794 (8 May 2020)

The damped stochastic wave equation on post-critically finite fractals

The damped stochastic wave equation on post-critically finite fractals
Hambly, B; Yang, W
Analysis, Probability and Mathematical Physics on Fractals volume 5 (11 February 2020)

Stefan problems for reflected SPDEs driven by space-time white noise

Stefan problems for reflected SPDEs driven by space-time white noise
Hambly, B; Kalsi, J
Stochastic Processes and their Applications issue 2 volume 130 page 924-961 (10 April 2019)

Research interests:

My research interests lie in the areas of probability, stochastic processes, mathematical finance and fractals. For further information see my webpage.

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