Prof. Ben Hambly | Mathematical Institute

Prof. Ben Hambly

Status:

Academic Faculty

Professor of Mathematics

Contact form

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 blowups

A McKean-Vlasov equation with positive feedback and blowups
HAMBLY, B; Ledger, S; Sojmark, A
Annals of Applied Probability (23 July 2019)

An SPDE model for systemic risk with endogenous contagion

An SPDE model for systemic risk with endogenous contagion
HAMBLY, B; Sojmark, A
Finance and Stochastics (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:

Heat kernel estimates for FIN processes associated with resistance forms

Heat kernel estimates for FIN processes associated with resistance forms
Croydon, D; Hambly, B; Kumagai, T
STOCHASTIC PROCESSES AND THEIR APPLICATIONS issue 9 volume 129 page 2991-3017 (September 2019) Full text available

A reflected moving boundary problem driven by space-time white noise

A reflected moving boundary problem driven by space-time white noise
HAMBLY, B; Kalsi, J
Stochastics and Partial Differential Equations: Analysis and Computations (27 March 2019)

A stochastic partial differential equation model for the pricing of mortgage-backed securities

A stochastic partial differential equation model for the pricing of mortgage-backed securities
Ahmad, F; Hambly, B; Ledger, S
STOCHASTIC PROCESSES AND THEIR APPLICATIONS issue 11 volume 128 page 3778-3806 (November 2018) Full text available

Degenerate limits for one-parameter families of non-fixed point diffusions on fractals

Degenerate limits for one-parameter families of non-fixed point diffusions on fractals
Hambly, B; Yang, W
Journal of Fractal Geometry (26 July 2018)

How nanoscale protein interactions determine the mesoscale dynamic organisation of bacterial outer membrane proteins.

How nanoscale protein interactions determine the mesoscale dynamic organisation of bacterial outer membrane proteins.
Chavent, M; Duncan, A; Rassam, P; Birkholz, O; Hélie, J; Reddy, T; Beliaev, D; Hambly, B; Piehler, J; Kleanthous, C; Sansom, M
Nature communications issue 1 volume 9 page 2846- (20 July 2018)

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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