Edit Profile (opens in new tab) Hambly, Ben M. Co-Author Distance Author ID: hambly.ben-m Published as: Hambly, B. M.; Hambly, Ben; Hambly, Ben M.; Hambly, Benjamin M.; Hambly, B. more...less Documents Indexed: 91 Publications since 1992, including 9 Additional arXiv Preprints 2 Contributions as Editor Co-Authors: 68 Co-Authors with 84 Joint Publications 1,280 Co-Co-Authors all top 5 Co-Authors 8 single-authored 14 Kumagai, Takashi 7 Croydon, David A. 5 Jones, Owen Dafydd 5 Lyons, Terence John 4 Kolliopoulos, Nikolaos 4 O’Connell, Neil 4 Reisinger, Christoph 4 Søjmark, Andreas 4 Xu, Renyuan 4 Yang, Huining 4 Yang, Weiye 3 Barlow, Martin T. 3 Kalsi, Jasdeep 3 Ledger, Sean 3 Martin, James Benedict 2 Freiberg, Uta Renata 2 Jettkant, Philipp 2 Meier, Julian 2 Metz, Volker 2 Stark, Dudley 1 Andres, Sebastian 1 Bass, Richard F. 1 Biggins, J. D. 1 Bujok, K. 1 Cesana, Pierluigi 1 Charmoy, Philippe H. A. 1 Chevyrev, Ilya 1 Crisan, Dan O. 1 Decrouez, Geoffrey 1 Deuschel, Jean-Dominique 1 D’Souza, J. C. 1 Ehnes, Tim 1 Fitzsimmons, Patrick J. 1 Flint, Guy H. 1 Ganesh, Ayalvadi J. 1 Gyurkó, Lajos Gergely 1 Hattori, Kumiko 1 Hattori, Tetsuya 1 Haworth, Helen 1 Hinz, Michael 1 Howison, Samuel Dexter 1 Hutchinson, John Edward 1 Jin, Lei 1 Jones, Lisa M. 1 Jones, Liza A. 1 Jordan, Jonathan H. 1 Keevash, Peter 1 Kersting, Götz-Dietrich 1 Kigami, Jun 1 Kluge, Tino 1 Koepernik, Peter 1 Kusuoka, Shigeo 1 Kyprianou, Andreas E. 1 Lapidus, Michel L. 1 Mariapragassam, Matthieu 1 Mayorcas, Avi 1 Meinshausen, Nicolai 1 Newbury, James 1 Nyberg, S. O. G. 1 Petronilia, Aldaïr 1 Rigger, Stefan 1 Teplyaev, Alexander 1 Upton, Paul J. 1 Vaicenavicius, Juozas 1 Winter, Steffen 1 Witte, Jan Hendrik 1 Zariphopoulou, Thaleia 1 Zhou, Xianyin all top 5 Serials 12 Stochastic Processes and their Applications 7 Electronic Journal of Probability 6 Probability Theory and Related Fields 4 Advances in Applied Probability 3 Journal of Applied Probability 3 SIAM Journal on Financial Mathematics 2 Communications in Mathematical Physics 2 The Annals of Probability 2 Transactions of the American Mathematical Society 2 The Annals of Applied Probability 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Potential Analysis 2 Electronic Communications in Probability 2 Finance and Stochastics 2 Mathematical Finance 2 Mathematical Methods of Operations Research 2 Quantitative Finance 2 Stochastic and Partial Differential Equations. Analysis and Computations 1 Journal of Statistical Physics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Canadian Journal of Mathematics 1 Journal of the London Mathematical Society. Second Series 1 Journal of the Mathematical Society of Japan 1 Proceedings of the Edinburgh Mathematical Society. Series II 1 Proceedings of the London Mathematical Society. Third Series 1 SIAM Journal on Control and Optimization 1 Journal of Theoretical Probability 1 Mathematical and Computer Modelling 1 Fractals 1 Applied Mathematical Finance 1 International Journal of Theoretical and Applied Finance 1 Annals of Mathematics. Second Series 1 Journal of the European Mathematical Society (JEMS) 1 Methodology and Computing in Applied Probability 1 Journal of Evolution Equations 1 Progress in Probability 1 Springer Proceedings in Mathematics & Statistics 1 Journal of Fractal Geometry all top 5 Fields 82 Probability theory and stochastic processes (60-XX) 28 Measure and integration (28-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Potential theory (31-XX) 13 Partial differential equations (35-XX) 9 Statistical mechanics, structure of matter (82-XX) 6 Numerical analysis (65-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Systems theory; control (93-XX) 3 Combinatorics (05-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Operator theory (47-XX) 2 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 General topology (54-XX) 1 Computer science (68-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 77 Publications have been cited 1,026 times in 724 Documents Cited by ▼ Year ▼ Transition density estimates for Brownian motion on affine nested fractals. Zbl 0853.60062 Fitzsimmons, Pat J.; Hambly, Ben M.; Kumagai, Takashi 56 1994 Uniqueness for the signature of a path of bounded variation and the reduced path group. Zbl 1276.58012 Hambly, Ben; Lyons, Terry 52 2010 Monte Carlo methods for the valuation of multiple-exercise options. Zbl 1169.91372 Meinshausen, N.; Hambly, B. M. 48 2004 Transition density estimates for diffusion processes on post critically finite self-similar fractals. Zbl 1027.60087 Hambly, B. M.; Kumagai, T. 47 1999 Invariance principle for the random conductance model. Zbl 1356.60174 Andres, S.; Barlow, M. T.; Deuschel, J.-D.; Hambly, B. M. 46 2013 Parabolic Harnack inequality and local limit theorem for percolation clusters. Zbl 1192.60107 Hambly, Ben M.; Barlow, Martin T. 37 2009 Brownian motion on a homogeneous fractal. Zbl 0767.60075 Hambly, B. M. 34 1992 Modelling spikes and pricing swing options in electricity markets. Zbl 1182.91176 Hambly, Ben; Howison, Sam; Kluge, Tino 30 2009 Transition density estimates for Brownian motion on scale irregular Sierpiński gaskets. Zbl 0903.60072 Barlow, M. T.; Hambly, B. M. 29 1997 Brownian motion on a random recursive Sierpinski gasket. Zbl 0895.60081 Hambly, B. M. 27 1997 Stochastic evolution equations in portfolio credit modelling. Zbl 1254.91740 Bush, N.; Hambly, B. M.; Haworth, H.; Jin, L.; Reisinger, C. 26 2011 A McKean-Vlasov equation with positive feedback and blow-ups. Zbl 1423.35224 Hambly, Ben; Ledger, Sean; Søjmark, Andreas 26 2019 Self-similar energies on post-critically finite self-similar fractals. Zbl 1103.31005 Hambly, B. M.; Metz, V.; Teplyaev, A. 21 2006 Local limit theorems for sequences of simple random walks on graphs. Zbl 1185.60087 Croydon, D. A.; Hambly, B. M. 21 2008 Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives. Zbl 1327.65003 Bujok, K.; Hambly, B. M.; Reisinger, C. 20 2015 Finitely ramified graph-directed fractals, spectral asymptotics and the multidimensional renewal theorem. Zbl 1038.35046 Hambly, B. M.; Nyberg, S. O. G. 20 2003 The characteristic polynomial of a random permutation matrix. Zbl 1047.60013 Hambly, B. M.; Keevash, P.; O’Connell, N.; Stark, D. 19 2000 A random hierarchical lattice: the series-parallel graph and its properties. Zbl 1064.60195 Hambly, B. M.; Jordan, Jonathan 19 2004 Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries. Zbl 1065.60041 Hambly, Ben M.; Kumagai, Takashi 18 2004 Extending the Wong-Zakai theorem to reversible Markov processes. Zbl 1010.60070 Bass, R. F.; Hambly, B. M.; Lyons, T. J. 18 2002 Stochastic area for Brownian motion on the Sierpiński gasket. Zbl 0936.60073 Hambly, B. M.; Lyons, T. J. 17 1998 Diffusion on the scaling limit of the critical percolation cluster in the diamond hierarchical lattice. Zbl 1191.82024 Hambly, B. M.; Kumagai, T. 17 2010 An SPDE model for systemic risk with endogenous contagion. Zbl 1469.91060 Hambly, Ben; Søjmark, Andreas 17 2019 Diffusion processes on fractal fields: Heat kernel estimates and large deviations. Zbl 1035.60083 Hambly, B. M.; Kumagai, T. 16 2003 On the limiting distribution of a supercritical branching process in a random environment. Zbl 0758.60089 Hambly, Ben 16 1992 Time-changes of stochastic processes associated with resistance forms. Zbl 1386.60264 Croydon, David; Hambly, Ben; Kumagai, Takashi 16 2017 A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line. Zbl 1379.60068 Hambly, Ben; Ledger, Sean 15 2017 Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets. Zbl 0962.60078 Hambly, Ben M.; Kumagai, Takashi; Kusuoka, Shigeo; Zhou, Xian Yin 14 2000 Heavy tails in last-passage percolation. Zbl 1112.60079 Hambly, Ben; Martin, James B. 13 2007 Self-similarity and spectral asymptotics for the continuum random tree. Zbl 1143.60012 Croydon, David; Hambly, Ben 13 2008 On the asymptotics of the eigenvalue counting function for random recursive Sierpinski gaskets. Zbl 0954.35121 Hambly, B. M. 13 2000 A dual approach to multiple exercise option problems under constraints. Zbl 1200.60034 Aleksandrov, N.; Hambly, B. M. 13 2010 Multifractal spectra for random self-similar measures via branching processes. Zbl 1223.28010 Biggins, J. D.; Hambly, B. M.; Jones, O. D. 12 2011 Random fractal strings: their zeta functions, complex dimensions and spectral asymptotics. Zbl 1079.60019 Hambly, B. M.; Lapidus, Michel L. 12 2006 Discretely sampled signals and the rough Hoff process. Zbl 1348.60058 Flint, Guy; Hambly, Ben; Lyons, Terry 12 2016 Thick and thin points for random recursive fractals. Zbl 1032.60048 Hambly, B. M.; Jones, O. D. 11 2003 Stochastic evolution equations for large portfolios of stochastic volatility models. Zbl 1407.91221 Hambly, Ben; Kolliopoulos, Nikolaos 10 2017 Asymptotics for functions associated with heat flow on the Sierpiński carpet. Zbl 1208.35012 Hambly, B. M. 9 2011 Heat kernel estimates and homogenization for asymptotically lower dimensional processes on some nested fractals. Zbl 0910.60062 Hambly, B. M.; Kumagai, T. 9 1998 Concentration results for a Brownian directed percolation problem. Zbl 1075.60562 Hambly, B. M.; Martin, James B.; O’Connell, Neil 9 2002 On the survival probability of a branching process in a random environment. Zbl 0880.60086 D’Souza, J. C.; Hambly, B. M. 9 1997 Convergence of mixing times for sequences of random walks on finite graphs. Zbl 1244.05207 Croydon, David A.; Hambly, Ben M.; Kumagai, Takashi 9 2012 Spectral asymptotics for \(V\)-variable Sierpinski gaskets. Zbl 1387.35434 Freiberg, U.; Hambly, B. M.; Hutchinson, John E. 7 2017 Heat kernels and spectral asymptotics for some random Sierpinski gaskets. Zbl 0947.60086 Hambly, B. M. 7 2000 Asymptotically one-dimensional diffusion on the Sierpiński gasket and multi-type branching processes with varying environment. Zbl 1003.60071 Hambly, B. M.; Jones, O. D. 7 2002 A forward equation for barrier options under the Brunick & Shreve Markovian projection. Zbl 1465.91128 Hambly, Ben; Mariapragassam, Matthieu; Reisinger, Christoph 7 2016 On constant tail behaviour for the limiting random variable in a supercritical branching process. Zbl 0819.60076 Hambly, B. M. 6 1995 Pitman’s \(2M-X\) theorem for skip-free random walks with Markovian increments. Zbl 0985.60070 Hambly, B. M.; Martin, J. B.; O’Connell, Neil 6 2001 Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. Zbl 1075.60525 Hambly, B. M.; Kersting, G.; Kyprianou, A. E. 6 2003 Self-repelling walk on the Sierpiński gasket. Zbl 1017.60101 Hambly, B. M.; Hattori, Kumiko; Hattori, Tetsuya 6 2002 Policy gradient methods for the noisy linear quadratic regulator over a finite horizon. Zbl 07410672 Hambly, Ben; Xu, Renyuan; Yang, Huining 6 2021 Spectral asymptotics for stable trees. Zbl 1236.60082 Croydon, David A.; Hambly, Benjamin M. 5 2010 The homogenization problem for Vicsek set. Zbl 0930.31005 Hambly, B. M.; Metz, V. 5 1998 Asymptotics for the spectral and walk dimension as fractals approach Euclidean space. Zbl 1075.28003 Hambly, B. M.; Kumagai, T. 5 2002 Multifractal formalisms for the local spectral and walk dimensions. Zbl 1002.60064 Hambly, B. M.; Kigami, Jun; Kumagai, Takashi 5 2002 A reflected moving boundary problem driven by space-time white noise. Zbl 1431.60056 Hambly, Ben; Kalsi, Jasdeep 5 2019 Modelling transport in disordered media via diffusion on fractals. Zbl 1042.60524 Hambly, B.; Jones, O. D. 4 2000 Fluctuation of the transition density for Brownian motion on random recursive Sierpiński gaskets. Zbl 1047.60084 Hambly, B. M.; Kumagai, Takashi 4 2001 Monte Carlo methods via a dual approach for some discrete time stochastic control problems. Zbl 1403.91372 Gyurkó, Lajos Gergely; Hambly, Ben M.; Witte, Jan Hendrik 4 2015 Heat kernel estimates for FIN processes associated with resistance forms. Zbl 1422.60129 Croydon, D. A.; Hambly, B. M.; Kumagai, T. 4 2019 Poissonian behavior of Ising spin systems in an external field. Zbl 0958.82008 Ganesh, A.; Hambly, B. M.; O’Connell, Neil; Stark, Dudley; Upton, P. J. 3 2000 The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index. Zbl 1337.91098 Hambly, Ben; Vaicenavicius, Juozas 3 2015 Erratum to: “Stochastic evolution equations for large portfolios of stochastic volatility models”. Zbl 1471.91497 Hambly, Ben; Kolliopoulos, Nikolaos 3 2019 Degenerate limits for one-parameter families of non-fixed-point diffusions on fractals. Zbl 1475.28008 Hambly, Ben; Yang, Weiye 3 2019 Fast mean-reversion asymptotics for large portfolios of stochastic volatility models. Zbl 1447.91161 Hambly, Ben; Kolliopoulos, Nikolaos 3 2020 Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes. Zbl 1127.60046 Hambly, Ben M.; Jones, Liza A. 2 2007 Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models. Zbl 1451.91186 Hambly, Ben; Kalsi, Jasdeep; Newbury, James 2 2020 A probabilistic model for interfaces in a martensitic phase transition. Zbl 1501.60054 Cesana, Pierluigi; Hambly, Ben M. 2 2022 A stochastic partial differential equation model for the pricing of mortgage-backed securities. Zbl 1416.91364 Ahmad, F.; Hambly, B. M.; Ledger, S. 2 2018 Existence and space-time regularity for stochastic heat equations on p.c.f. fractals. Zbl 1392.60056 Hambly, Ben; Yang, Weiye 1 2018 Erratum to “Number variance from a probabilistic perspective, infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes”. Zbl 1196.60088 Hambly, Ben M.; Jones, Lisa M. 1 2009 Central limit theorems for the spectra of classes of random fractals. Zbl 1404.28008 Charmoy, Philippe H. A.; Croydon, David A.; Hambly, Ben M. 1 2017 The Hausdorff spectrum of a class of multifractal processes. Zbl 1328.60194 Decrouez, Geoffrey; Hambly, Ben; Jones, Owen Dafydd 1 2015 The damped stochastic wave equation on post-critically finite fractals. Zbl 1454.35418 Hambly, Ben; Yang, Weiye 1 2020 An approximation of solutions to heat equations defined by generalized measure theoretic Laplacians. Zbl 1462.35050 Ehnes, Tim; Hambly, Ben 1 2021 Dimension results and local times for superdiffusions on fractals. Zbl 1509.60147 Hambly, Ben; Koepernik, Peter 1 2023 Recent advances in reinforcement learning in finance. Zbl 07797359 Hambly, Ben; Xu, Renyuan; Yang, Huining 1 2023 Dimension results and local times for superdiffusions on fractals. Zbl 1509.60147 Hambly, Ben; Koepernik, Peter 1 2023 Recent advances in reinforcement learning in finance. Zbl 07797359 Hambly, Ben; Xu, Renyuan; Yang, Huining 1 2023 A probabilistic model for interfaces in a martensitic phase transition. Zbl 1501.60054 Cesana, Pierluigi; Hambly, Ben M. 2 2022 Policy gradient methods for the noisy linear quadratic regulator over a finite horizon. Zbl 07410672 Hambly, Ben; Xu, Renyuan; Yang, Huining 6 2021 An approximation of solutions to heat equations defined by generalized measure theoretic Laplacians. Zbl 1462.35050 Ehnes, Tim; Hambly, Ben 1 2021 Fast mean-reversion asymptotics for large portfolios of stochastic volatility models. Zbl 1447.91161 Hambly, Ben; Kolliopoulos, Nikolaos 3 2020 Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models. Zbl 1451.91186 Hambly, Ben; Kalsi, Jasdeep; Newbury, James 2 2020 The damped stochastic wave equation on post-critically finite fractals. Zbl 1454.35418 Hambly, Ben; Yang, Weiye 1 2020 A McKean-Vlasov equation with positive feedback and blow-ups. Zbl 1423.35224 Hambly, Ben; Ledger, Sean; Søjmark, Andreas 26 2019 An SPDE model for systemic risk with endogenous contagion. Zbl 1469.91060 Hambly, Ben; Søjmark, Andreas 17 2019 A reflected moving boundary problem driven by space-time white noise. Zbl 1431.60056 Hambly, Ben; Kalsi, Jasdeep 5 2019 Heat kernel estimates for FIN processes associated with resistance forms. Zbl 1422.60129 Croydon, D. A.; Hambly, B. M.; Kumagai, T. 4 2019 Erratum to: “Stochastic evolution equations for large portfolios of stochastic volatility models”. Zbl 1471.91497 Hambly, Ben; Kolliopoulos, Nikolaos 3 2019 Degenerate limits for one-parameter families of non-fixed-point diffusions on fractals. Zbl 1475.28008 Hambly, Ben; Yang, Weiye 3 2019 A stochastic partial differential equation model for the pricing of mortgage-backed securities. Zbl 1416.91364 Ahmad, F.; Hambly, B. M.; Ledger, S. 2 2018 Existence and space-time regularity for stochastic heat equations on p.c.f. fractals. Zbl 1392.60056 Hambly, Ben; Yang, Weiye 1 2018 Time-changes of stochastic processes associated with resistance forms. Zbl 1386.60264 Croydon, David; Hambly, Ben; Kumagai, Takashi 16 2017 A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line. Zbl 1379.60068 Hambly, Ben; Ledger, Sean 15 2017 Stochastic evolution equations for large portfolios of stochastic volatility models. Zbl 1407.91221 Hambly, Ben; Kolliopoulos, Nikolaos 10 2017 Spectral asymptotics for \(V\)-variable Sierpinski gaskets. Zbl 1387.35434 Freiberg, U.; Hambly, B. M.; Hutchinson, John E. 7 2017 Central limit theorems for the spectra of classes of random fractals. Zbl 1404.28008 Charmoy, Philippe H. A.; Croydon, David A.; Hambly, Ben M. 1 2017 Discretely sampled signals and the rough Hoff process. Zbl 1348.60058 Flint, Guy; Hambly, Ben; Lyons, Terry 12 2016 A forward equation for barrier options under the Brunick & Shreve Markovian projection. Zbl 1465.91128 Hambly, Ben; Mariapragassam, Matthieu; Reisinger, Christoph 7 2016 Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives. Zbl 1327.65003 Bujok, K.; Hambly, B. M.; Reisinger, C. 20 2015 Monte Carlo methods via a dual approach for some discrete time stochastic control problems. Zbl 1403.91372 Gyurkó, Lajos Gergely; Hambly, Ben M.; Witte, Jan Hendrik 4 2015 The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index. Zbl 1337.91098 Hambly, Ben; Vaicenavicius, Juozas 3 2015 The Hausdorff spectrum of a class of multifractal processes. Zbl 1328.60194 Decrouez, Geoffrey; Hambly, Ben; Jones, Owen Dafydd 1 2015 Invariance principle for the random conductance model. Zbl 1356.60174 Andres, S.; Barlow, M. T.; Deuschel, J.-D.; Hambly, B. M. 46 2013 Convergence of mixing times for sequences of random walks on finite graphs. Zbl 1244.05207 Croydon, David A.; Hambly, Ben M.; Kumagai, Takashi 9 2012 Stochastic evolution equations in portfolio credit modelling. Zbl 1254.91740 Bush, N.; Hambly, B. M.; Haworth, H.; Jin, L.; Reisinger, C. 26 2011 Multifractal spectra for random self-similar measures via branching processes. Zbl 1223.28010 Biggins, J. D.; Hambly, B. M.; Jones, O. D. 12 2011 Asymptotics for functions associated with heat flow on the Sierpiński carpet. Zbl 1208.35012 Hambly, B. M. 9 2011 Uniqueness for the signature of a path of bounded variation and the reduced path group. Zbl 1276.58012 Hambly, Ben; Lyons, Terry 52 2010 Diffusion on the scaling limit of the critical percolation cluster in the diamond hierarchical lattice. Zbl 1191.82024 Hambly, B. M.; Kumagai, T. 17 2010 A dual approach to multiple exercise option problems under constraints. Zbl 1200.60034 Aleksandrov, N.; Hambly, B. M. 13 2010 Spectral asymptotics for stable trees. Zbl 1236.60082 Croydon, David A.; Hambly, Benjamin M. 5 2010 Parabolic Harnack inequality and local limit theorem for percolation clusters. Zbl 1192.60107 Hambly, Ben M.; Barlow, Martin T. 37 2009 Modelling spikes and pricing swing options in electricity markets. Zbl 1182.91176 Hambly, Ben; Howison, Sam; Kluge, Tino 30 2009 Erratum to “Number variance from a probabilistic perspective, infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes”. Zbl 1196.60088 Hambly, Ben M.; Jones, Lisa M. 1 2009 Local limit theorems for sequences of simple random walks on graphs. Zbl 1185.60087 Croydon, D. A.; Hambly, B. M. 21 2008 Self-similarity and spectral asymptotics for the continuum random tree. Zbl 1143.60012 Croydon, David; Hambly, Ben 13 2008 Heavy tails in last-passage percolation. Zbl 1112.60079 Hambly, Ben; Martin, James B. 13 2007 Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes. Zbl 1127.60046 Hambly, Ben M.; Jones, Liza A. 2 2007 Self-similar energies on post-critically finite self-similar fractals. Zbl 1103.31005 Hambly, B. M.; Metz, V.; Teplyaev, A. 21 2006 Random fractal strings: their zeta functions, complex dimensions and spectral asymptotics. Zbl 1079.60019 Hambly, B. M.; Lapidus, Michel L. 12 2006 Monte Carlo methods for the valuation of multiple-exercise options. Zbl 1169.91372 Meinshausen, N.; Hambly, B. M. 48 2004 A random hierarchical lattice: the series-parallel graph and its properties. Zbl 1064.60195 Hambly, B. M.; Jordan, Jonathan 19 2004 Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries. Zbl 1065.60041 Hambly, Ben M.; Kumagai, Takashi 18 2004 Finitely ramified graph-directed fractals, spectral asymptotics and the multidimensional renewal theorem. Zbl 1038.35046 Hambly, B. M.; Nyberg, S. O. G. 20 2003 Diffusion processes on fractal fields: Heat kernel estimates and large deviations. Zbl 1035.60083 Hambly, B. M.; Kumagai, T. 16 2003 Thick and thin points for random recursive fractals. Zbl 1032.60048 Hambly, B. M.; Jones, O. D. 11 2003 Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. Zbl 1075.60525 Hambly, B. M.; Kersting, G.; Kyprianou, A. E. 6 2003 Extending the Wong-Zakai theorem to reversible Markov processes. Zbl 1010.60070 Bass, R. F.; Hambly, B. M.; Lyons, T. J. 18 2002 Concentration results for a Brownian directed percolation problem. Zbl 1075.60562 Hambly, B. M.; Martin, James B.; O’Connell, Neil 9 2002 Asymptotically one-dimensional diffusion on the Sierpiński gasket and multi-type branching processes with varying environment. Zbl 1003.60071 Hambly, B. M.; Jones, O. D. 7 2002 Self-repelling walk on the Sierpiński gasket. Zbl 1017.60101 Hambly, B. M.; Hattori, Kumiko; Hattori, Tetsuya 6 2002 Asymptotics for the spectral and walk dimension as fractals approach Euclidean space. Zbl 1075.28003 Hambly, B. M.; Kumagai, T. 5 2002 Multifractal formalisms for the local spectral and walk dimensions. Zbl 1002.60064 Hambly, B. M.; Kigami, Jun; Kumagai, Takashi 5 2002 Pitman’s \(2M-X\) theorem for skip-free random walks with Markovian increments. Zbl 0985.60070 Hambly, B. M.; Martin, J. B.; O’Connell, Neil 6 2001 Fluctuation of the transition density for Brownian motion on random recursive Sierpiński gaskets. Zbl 1047.60084 Hambly, B. M.; Kumagai, Takashi 4 2001 The characteristic polynomial of a random permutation matrix. Zbl 1047.60013 Hambly, B. M.; Keevash, P.; O’Connell, N.; Stark, D. 19 2000 Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets. Zbl 0962.60078 Hambly, Ben M.; Kumagai, Takashi; Kusuoka, Shigeo; Zhou, Xian Yin 14 2000 On the asymptotics of the eigenvalue counting function for random recursive Sierpinski gaskets. Zbl 0954.35121 Hambly, B. M. 13 2000 Heat kernels and spectral asymptotics for some random Sierpinski gaskets. Zbl 0947.60086 Hambly, B. M. 7 2000 Modelling transport in disordered media via diffusion on fractals. Zbl 1042.60524 Hambly, B.; Jones, O. D. 4 2000 Poissonian behavior of Ising spin systems in an external field. Zbl 0958.82008 Ganesh, A.; Hambly, B. M.; O’Connell, Neil; Stark, Dudley; Upton, P. J. 3 2000 Transition density estimates for diffusion processes on post critically finite self-similar fractals. Zbl 1027.60087 Hambly, B. M.; Kumagai, T. 47 1999 Stochastic area for Brownian motion on the Sierpiński gasket. Zbl 0936.60073 Hambly, B. M.; Lyons, T. J. 17 1998 Heat kernel estimates and homogenization for asymptotically lower dimensional processes on some nested fractals. Zbl 0910.60062 Hambly, B. M.; Kumagai, T. 9 1998 The homogenization problem for Vicsek set. Zbl 0930.31005 Hambly, B. M.; Metz, V. 5 1998 Transition density estimates for Brownian motion on scale irregular Sierpiński gaskets. Zbl 0903.60072 Barlow, M. T.; Hambly, B. M. 29 1997 Brownian motion on a random recursive Sierpinski gasket. Zbl 0895.60081 Hambly, B. M. 27 1997 On the survival probability of a branching process in a random environment. Zbl 0880.60086 D’Souza, J. C.; Hambly, B. M. 9 1997 On constant tail behaviour for the limiting random variable in a supercritical branching process. Zbl 0819.60076 Hambly, B. M. 6 1995 Transition density estimates for Brownian motion on affine nested fractals. Zbl 0853.60062 Fitzsimmons, Pat J.; Hambly, Ben M.; Kumagai, Takashi 56 1994 Brownian motion on a homogeneous fractal. Zbl 0767.60075 Hambly, B. M. 34 1992 On the limiting distribution of a supercritical branching process in a random environment. Zbl 0758.60089 Hambly, Ben 16 1992 all cited Publications top 5 cited Publications all top 5 Cited by 862 Authors 37 Hambly, Ben M. 25 Kumagai, Takashi 21 Croydon, David A. 20 Teplyaev, Alexander 17 Lyons, Terence John 14 Hu, Jiaxin 13 Strichartz, Robert S. 12 Andres, Sebastian 12 Grigor’yan, Alexander Asaturovich 12 Lapidus, Michel L. 11 Barlow, Martin T. 11 Boedihardjo, Horatio 11 Deuschel, Jean-Dominique 11 Reisinger, Christoph 11 Rogers, Luke G. 10 Cao, Shiping 10 Geng, Xi 9 Friz, Peter 8 Attia, Najmeddine 8 Jones, Owen Dafydd 8 Kajino, Naotaka 8 Lau, Kasing 8 Qiu, Hua 7 Qian, Zhongmin M. 7 Slowik, Martin 7 Spiliopoulos, Konstantinos V. 6 Alonso-Ruiz, Patricia 6 Clark, Jeremy Thane 6 Giles, Michael B. 6 Hinz, Michael 6 Ni, Hao 6 Sabino, Piergiacomo 6 Shkolnikov, Mykhaylo 6 Søjmark, Andreas 6 Telcs, András 6 Wang, Jian 6 Zähle, Martina 5 Chen, Zhen-Qing 5 Chevyrev, Ilya 5 Diehl, Joscha 5 Freiberg, Uta Renata 5 Goda, Takashi 5 Gu, Qingsong 5 Hino, Masanori 5 Ledger, Sean 5 Liu, Quansheng 5 Mahmoud, Hosam M. 5 Manstavičius, Eugenijus 5 Metz, Volker 5 Schoenmakers, John G. M. 5 Sirignano, Justin A. 4 Bender, Christian 4 Capitanelli, Raffaela 4 Cass, Thomas Richard 4 Ionescu, Marius V. 4 Jørgensen, Palle E. T. 4 Kalsi, Jasdeep 4 Kolliopoulos, Nikolaos 4 Lejay, Antoine 4 Martin, James Benedict 4 Murugan, Mathav Kishore 4 Nadtochiy, Sergey 4 Pagès, Gilles 4 Peirone, Roberto 4 Sasada, Makiko 4 Stauffer, Alexandre O. 4 Tang, Wei 4 Unterberger, Jérémie M. 4 Vatutin, Vladimir Alekseevich 4 Zeindler, Dirk 3 Anh, Vo V. 3 Barnsley, Michael Fielding 3 Baudoin, Fabrice 3 Campi, Luciano 3 Cartea, Álvaro 3 Chen, Xin 3 Chiarini, Alberto 3 Coghi, Michele 3 Comets, Francis M. 3 Coupier, David 3 Dokuchaev, Nikolai G. 3 Fermanian, Adeline 3 Giesecke, Kay 3 Gracar, Peter 3 Grama, Ion G. 3 Hattori, Kumiko 3 Hironaka, Tomohiko 3 Huang, Chunmao 3 Hutchinson, John Edward 3 Kious, Daniel 3 Lancia, Maria Rosaria 3 Lee, Darrick 3 Lemaire, Vincent 3 Leung, Tim 3 Mograby, Gamal 3 Mourrat, Jean-Christophe 3 Nadarajah, Selvaprabu 3 Ngai, Sze-Man 3 Nikeghbali, Ashkan 3 Oberhauser, Harald ...and 762 more Authors all top 5 Cited in 184 Serials 49 Stochastic Processes and their Applications 34 Probability Theory and Related Fields 31 Journal of Functional Analysis 25 The Annals of Probability 25 The Annals of Applied Probability 22 Transactions of the American Mathematical Society 21 Electronic Journal of Probability 20 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 14 Communications in Mathematical Physics 14 Potential Analysis 14 SIAM Journal on Financial Mathematics 12 Applied Mathematical Finance 12 Mathematical Finance 10 Advances in Mathematics 9 Fractals 9 International Journal of Theoretical and Applied Finance 8 Advances in Applied Probability 8 Journal of Statistical Physics 8 Journal of Theoretical Probability 8 Forum Mathematicum 8 Quantitative Finance 7 Journal of Mathematical Physics 7 European Journal of Operational Research 7 Journal of Fractal Geometry 6 Journal of Mathematical Analysis and Applications 6 Journal of Applied Probability 6 Revista Matemática Iberoamericana 6 Bernoulli 5 Journal of Differential Equations 5 Statistics & Probability Letters 5 Stochastic Analysis and Applications 5 SIAM Journal on Mathematical Analysis 5 Finance and Stochastics 5 Methodology and Computing in Applied Probability 5 SIAM/ASA Journal on Uncertainty Quantification 4 Journal d’Analyse Mathématique 4 Publications of the Research Institute for Mathematical Sciences, Kyoto University 4 SIAM Journal on Control and Optimization 4 Acta Applicandae Mathematicae 4 Probability in the Engineering and Informational Sciences 4 Communications on Pure and Applied Analysis 4 Oberwolfach Reports 4 Stochastics 4 Journal of Physics A: Mathematical and Theoretical 4 Statistics and Computing 3 Communications on Pure and Applied Mathematics 3 Annales de l’Institut Fourier 3 Bulletin of the London Mathematical Society 3 Journal of the Mathematical Society of Japan 3 Journal of Multivariate Analysis 3 Mathematics and Computers in Simulation 3 Mathematische Nachrichten 3 Zeitschrift für Analysis und ihre Anwendungen 3 Insurance Mathematics & Economics 3 Operations Research Letters 3 Journal of Economic Dynamics & Control 3 Queueing Systems 3 Annals of Operations Research 3 Calculus of Variations and Partial Differential Equations 3 Electronic Communications in Probability 3 Discrete and Continuous Dynamical Systems 3 Mathematical Methods of Operations Research 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Stochastics and Dynamics 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Journal of Mathematical Biology 2 Letters in Mathematical Physics 2 Lithuanian Mathematical Journal 2 Studia Mathematica 2 Chaos, Solitons and Fractals 2 Applied Mathematics and Optimization 2 Automatica 2 Journal für die Reine und Angewandte Mathematik 2 Manuscripta Mathematica 2 Mathematische Annalen 2 Mathematics of Operations Research 2 Memoirs of the American Mathematical Society 2 Probability and Mathematical Statistics 2 Science in China. Series A 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 SIAM Journal on Scientific Computing 2 Combinatorics, Probability and Computing 2 Monte Carlo Methods and Applications 2 The Journal of Fourier Analysis and Applications 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Annals of Mathematics. Second Series 2 Communications in Nonlinear Science and Numerical Simulation 2 Annales Henri Poincaré 2 Stochastic Models 2 Proceedings of the Steklov Institute of Mathematics 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Mathematics and Financial Economics 2 Discrete and Continuous Dynamical Systems. Series S 2 Probability Surveys 2 Annals of Finance 2 Forum of Mathematics, Sigma 2 Journal de l’École Polytechnique – Mathématiques 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys ...and 84 more Serials all top 5 Cited in 53 Fields 502 Probability theory and stochastic processes (60-XX) 163 Measure and integration (28-XX) 128 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 117 Partial differential equations (35-XX) 88 Statistical mechanics, structure of matter (82-XX) 79 Potential theory (31-XX) 47 Numerical analysis (65-XX) 41 Combinatorics (05-XX) 41 Statistics (62-XX) 40 Operator theory (47-XX) 29 Functional analysis (46-XX) 24 Global analysis, analysis on manifolds (58-XX) 24 Operations research, mathematical programming (90-XX) 21 Quantum theory (81-XX) 19 Dynamical systems and ergodic theory (37-XX) 18 Number theory (11-XX) 17 Systems theory; control (93-XX) 16 Computer science (68-XX) 15 Ordinary differential equations (34-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 13 Real functions (26-XX) 12 Biology and other natural sciences (92-XX) 11 Difference and functional equations (39-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 10 Functions of a complex variable (30-XX) 10 Harmonic analysis on Euclidean spaces (42-XX) 10 Differential geometry (53-XX) 7 General topology (54-XX) 7 Classical thermodynamics, heat transfer (80-XX) 6 Convex and discrete geometry (52-XX) 5 Group theory and generalizations (20-XX) 5 Geometry (51-XX) 5 Fluid mechanics (76-XX) 5 Information and communication theory, circuits (94-XX) 4 General and overarching topics; collections (00-XX) 4 Algebraic geometry (14-XX) 4 Associative rings and algebras (16-XX) 4 Nonassociative rings and algebras (17-XX) 4 Approximations and expansions (41-XX) 4 Abstract harmonic analysis (43-XX) 4 Integral equations (45-XX) 3 Topological groups, Lie groups (22-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Algebraic topology (55-XX) 3 Optics, electromagnetic theory (78-XX) 2 Commutative algebra (13-XX) 2 Mechanics of particles and systems (70-XX) 1 Special functions (33-XX) 1 Integral transforms, operational calculus (44-XX) 1 Manifolds and cell complexes (57-XX) 1 Mechanics of deformable solids (74-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) Citations by Year