+44 1865 615173
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Stochastic partial differential equations, Stochastic processes on metric measure 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, 2018.
B. Hambly and W. Yang, The damped stochastic wave equation on p.c.f. fractals. Preprint, 2018.
B. Hambly and W. Yang, Degenerate limits for one-parameter families of non-fixed-point diffusions on fractals. J. Fractal Geom., forthcoming, 2018.
B. Hambly and W. Yang, Existence and space-time regularity for stochastic heat equations on p.c.f. fractals. Electron. J. Probab., 23(22):1-30, 2018. doi:10.1214/18-EJP148.
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.