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Ben Hambly
Ben Hambly
Professor of Mathematics, University of Oxford
Verified email at maths.ox.ac.uk
Title
Cited by
Cited by
Year
Uniqueness for the signature of a path of bounded variation and the reduced path group
B Hambly, T Lyons
Annals of Mathematics, 109-167, 2010
2832010
Monte Carlo methods for the valuation of multiple‐exercise options
N Meinshausen, BM Hambly
Mathematical Finance: An International Journal of Mathematics, Statisticsá…, 2004
1992004
Transition density estimates for Brownian motion on affine nested fractals
PJ Fitzsimmons, BM Hambly, T Kumagai
Communications in Mathematical Physics 165, 595-620, 1994
1531994
Modelling spikes and pricing swing options in electricity markets
B Hambly, S Howison, T Kluge
Commodities, 573-594, 2022
1442022
Transition density estimates for diffusion processes on post critically finite self-similar fractals
BM Hambly, T Kumagai
Proceedings of the London Mathematical Society 78 (2), 431-458, 1999
1371999
Transition density estimates for Brownian motion on scale irregular Sierpinski gaskets
MT Barlow, BM Hambly
Annales de l'Institut Henri Poincare (B) Probability and Statistics 33 (5á…, 1997
1141997
Invariance principle for the random conductance model
S Andres, MT Barlow, JD Deuschel, BM Hambly
Probability Theory and Related Fields 156 (3), 535-580, 2013
1132013
Brownian motion on a homogeneous random fractal
BM Hambly
Probability theory and related fields 94, 1-38, 1992
1071992
Recent advances in reinforcement learning in finance
B Hambly, R Xu, H Yang
Mathematical Finance 33 (3), 437-503, 2023
962023
Parabolic Harnack inequality and local limit theorem for percolation clusters
B Hambly, M Barlow
852009
Brownian motion on a random recursive Sierpinski gasket
BM Hambly
The Annals of Probability 25 (3), 1059-1102, 1997
811997
Stochastic evolution equations in portfolio credit modelling
N Bush, BM Hambly, H Haworth, L Jin, C Reisinger
SIAM Journal on Financial Mathematics 2 (1), 627-664, 2011
762011
A McKean–Vlasov equation with positive feedback and blow-ups
B Hambly, S Ledger, A S°jmark
The Annals of Applied Probability 29 (4), 2338-2373, 2019
662019
Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries
B Hambly, T Kumagai
622003
How nanoscale protein interactions determine the mesoscale dynamic organisation of bacterial outer membrane proteins
M Chavent, AL Duncan, P Rassam, O Birkholz, J HÚlie, T Reddy, ...
Nature communications 9 (1), 2846, 2018
602018
Policy gradient methods for the noisy linear quadratic regulator over a finite horizon
B Hambly, R Xu, H Yang
SIAM Journal on Control and Optimization 59 (5), 3359-3391, 2021
582021
A dual approach to multiple exercise option problems under constraints
N Aleksandrov, BM Hambly
Mathematical methods of operations research 71, 503-533, 2010
572010
Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives
K Bujok, BM Hambly, C Reisinger
Methodology and Computing in Applied Probability 17, 579-604, 2015
562015
On the asymptotics of the eigenvalue counting function for random recursive Sierpinski gaskets
BM Hambly
Probability theory and related fields 117, 221-247, 2000
552000
Stochastic area for Brownian motion on the Sierpinski gasket
BM Hambly, TJ Lyons
The Annals of Probability 26 (1), 132-148, 1998
551998
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