Ben Hambly
- Transition density estimates for Brownian motion on affine nested fractals
1994/10/01 by Pat J. Fitzsimmons, Pat Fitzsimmons, Ben M. Hambly +2 · 6 citations
Mathematics · Physics and Astronomy · #Mathematical Dynamics and Fractals #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- A McKean--Vlasov equation with positive feedback and blow-ups
2018/01/23 by Ben Hambly, Hambly, Ben, Sean Ledger +3 · 4 citations
Mathematics · Physics and Astronomy · #60H10 #60H30 #Advanced Thermodynamics and Statistical Mechanics #Analysis of PDEs (math.AP) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Biology Tumor Growth #Probability (math.PR)
- Spectral asymptotics for stable trees
2010/06/08 by David A. Croydon, Ben Hambly, Croydon, David +1 · 1 citation
Mathematics · Physics and Astronomy · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- Multilevel simulation of functionals of Bernoulli random variables with\n application to basket credit derivatives
2012/11/04 by Karolina Bujok, Ben Hambly, Bujok, Karolina +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models
2018/08/21 by Ben Hambly, Jasdeep Kalsi, Hambly, Ben +3 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications
- Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
2023/10/24 by Ben Hambly, Hambly, Ben, Philipp Jettkant +1 · 2 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Market Dynamics and Volatility
- Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
2024/06/24 by Ben Hambly, Hambly, Ben, Philipp Jettkant +1 · 2 citations
Physics and Astronomy · Economics, Econometrics and Finance · #Advanced Thermodynamics and Statistical Mechanics #Stochastic processes and financial applications #Statistical Mechanics and Entropy
- Particle Systems and McKean--Vlasov Dynamics with Singular Interaction through Local Times
2025/03/11 by Graeme Baker, Ben Hambly, Baker, Graeme +3 · 2 citations
Physics and Astronomy · Economics, Econometrics and Finance · #Advanced Thermodynamics and Statistical Mechanics #Statistical Mechanics and Entropy #Complex Systems and Time Series Analysis