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Author ID: hambly.ben-m Recent zbMATH articles by "Hambly, Ben M."
Published as: Hambly, B. M.; Hambly, Ben; Hambly, Ben M.; Hambly, Benjamin M.; Hambly, B.
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

Publications by Year

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 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