Edit Profile (opens in new tab) Ledger, Sean Co-Author Distance Author ID: ledger.sean Published as: Ledger, Sean; Ledger, S. Documents Indexed: 9 Publications since 2014 Co-Authors: 5 Co-Authors with 7 Joint Publications 139 Co-Co-Authors Co-Authors 2 single-authored 3 Hambly, Ben M. 3 Søjmark, Andreas 2 Tóth, Bálint 1 Crane, Edward 1 Valkó, Benedek all top 5 Serials 2 The Annals of Applied Probability 2 Electronic Communications in Probability 1 Journal of Statistical Physics 1 Bulletin of the London Mathematical Society 1 Stochastic Processes and their Applications 1 Electronic Journal of Probability 1 Stochastic and Partial Differential Equations. Analysis and Computations Fields 9 Probability theory and stochastic processes (60-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Partial differential equations (35-XX) 1 Ordinary differential equations (34-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 8 Publications have been cited 79 times in 46 Documents Cited by ▼ Year ▼ A McKean-Vlasov equation with positive feedback and blow-ups. Zbl 1423.35224 Hambly, Ben; Ledger, Sean; Søjmark, Andreas 26 2019 A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line. Zbl 1379.60068 Hambly, Ben; Ledger, Sean 15 2017 At the mercy of the common noise: blow-ups in a conditional McKean-Vlasov problem. Zbl 1469.60161 Ledger, Sean; Søjmark, Andreas 12 2021 Uniqueness for contagious McKean-Vlasov systems in the weak feedback regime. Zbl 1439.35291 Ledger, Sean; Søjmark, Andreas 10 2020 Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients. Zbl 1310.60098 Ledger, Sean 5 2014 Random walk on the randomly-oriented Manhattan lattice. Zbl 1397.82046 Ledger, Sean; Tóth, Bálint; Valkó, Benedek 5 2018 Skorokhod’s M1 topology for distribution-valued processes. Zbl 1338.60105 Ledger, Sean 4 2016 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 At the mercy of the common noise: blow-ups in a conditional McKean-Vlasov problem. Zbl 1469.60161 Ledger, Sean; Søjmark, Andreas 12 2021 Uniqueness for contagious McKean-Vlasov systems in the weak feedback regime. Zbl 1439.35291 Ledger, Sean; Søjmark, Andreas 10 2020 A McKean-Vlasov equation with positive feedback and blow-ups. Zbl 1423.35224 Hambly, Ben; Ledger, Sean; Søjmark, Andreas 26 2019 Random walk on the randomly-oriented Manhattan lattice. Zbl 1397.82046 Ledger, Sean; Tóth, Bálint; Valkó, Benedek 5 2018 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 A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line. Zbl 1379.60068 Hambly, Ben; Ledger, Sean 15 2017 Skorokhod’s M1 topology for distribution-valued processes. Zbl 1338.60105 Ledger, Sean 4 2016 Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients. Zbl 1310.60098 Ledger, Sean 5 2014 all cited Publications top 5 cited Publications all top 5 Cited by 86 Authors 5 Hambly, Ben M. 5 Shkolnikov, Mykhaylo 5 Søjmark, Andreas 4 Reisinger, Christoph 3 Campi, Luciano 3 Ledger, Sean 3 Nadtochiy, Sergey 2 Coghi, Michele 2 Delarue, François 2 Feinstein, Zachary 2 Friz, Peter 2 Kaushansky, Vadim 2 Kolliopoulos, Nikolaos 2 Lipton, Alexander 2 Maurelli, Mario 2 Sirignano, Justin A. 2 Spiliopoulos, Konstantinos V. 1 Agarwal, Ankush 1 Amini, Hamed 1 Andres, Sebastian 1 Baker, Graeme 1 Beaton, Nicholas R. 1 Biagini, Francesca 1 Bosi, Gianluca 1 Buckdahn, Rainer 1 Burzoni, Matteo 1 Capponi, Agostino 1 Casamassima, Emanuele 1 Chen, Yudong 1 Chevallier, Julien 1 Collevecchio, Andrea 1 Cozma, Andrei S. 1 Cuchiero, Christa 1 Deuschel, Jean-Dominique 1 dos Reis, Gonçalo 1 Dreyer, Wolfgang 1 Faggionato, Alessandra 1 Gajewski, Paul 1 Ghio, Maddalena 1 Graber, Philip Jameson 1 Grazieschi, Paolo 1 Grzelak, Lech A. 1 Guhlke, Clemens 1 Hamza, Kais 1 Harang, Fabian Andsem 1 Hu, Yiping 1 Ichiba, Tomoyuki 1 Kumar, Chaman 1 Leocata, Marta 1 Li, Juan 1 Liu, Jianguo 1 Livieri, Giulia 1 Ludkovski, Michael 1 Ma, Jin 1 Mascart, Cyrille 1 Mayorcas, Avi 1 Mazzon, Andrea 1 Meier, Julian 1 Meyer-Brandis, Thilo 1 Minca, Andreea 1 Mouzouni, Charafeddine 1 Mulder, Frank A. 1 Nezhadhaghighi, Mohsen Ghasemi 1 Nolen, James 1 Oosterlee, Cornelis Willebrordus 1 Pagliarani, Stefano 1 Peres, Yuval 1 Platonov, Vadim 1 Qian, Xin 1 Rigger, Stefan 1 Roux, Pierre 1 Salort, Delphine 1 Sarantsev, Andrey 1 Sircar, Ronnie 1 Slowik, Martin 1 Song, Zhuo Qun 1 Stockinger, Wolfgang 1 Sun, Xu 1 Svaluto-Ferro, Sara 1 Tanré, Etienne 1 Tough, Oliver 1 Tournier, Laurent 1 Wang, Ziheng 1 Yao, David D. W. 1 Zhang, Yuan 1 Zhou, Zhennan all top 5 Cited in 27 Serials 6 The Annals of Applied Probability 4 Stochastic Processes and their Applications 4 Electronic Journal of Probability 3 Finance and Stochastics 3 SIAM Journal on Financial Mathematics 2 SIAM Journal on Mathematical Analysis 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 International Journal of Theoretical and Applied Finance 1 Physica A 1 The Annals of Probability 1 Bulletin of the London Mathematical Society 1 Journal of Differential Equations 1 Mathematics of Operations Research 1 Statistics & Probability Letters 1 Probability Theory and Related Fields 1 European Journal of Applied Mathematics 1 SIAM Journal on Applied Mathematics 1 Potential Analysis 1 Electronic Communications in Probability 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Oberwolfach Reports 1 Stochastics 1 Kinetic and Related Models 1 Annals of Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Probability and Mathematical Physics all top 5 Cited in 16 Fields 35 Probability theory and stochastic processes (60-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Partial differential equations (35-XX) 7 Statistical mechanics, structure of matter (82-XX) 5 Numerical analysis (65-XX) 4 Classical thermodynamics, heat transfer (80-XX) 4 Biology and other natural sciences (92-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Statistics (62-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 General topology (54-XX) 1 Computer science (68-XX) Citations by Year