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## Hambly, Ben M.

Compute Distance To:
 Author ID: hambly.ben-m Published as: Hambly, B.; Hambly, B. M.; Hambly, Ben; Hambly, Ben M.; Hambly, Benjamin M.
 Documents Indexed: 76 Publications since 1992, including 2 Books
all top 5

#### Co-Authors

 8 single-authored 14 Kumagai, Takashi 7 Croydon, David A. 5 Jones, Owen Dafydd 4 Lyons, Terence John 4 O’Connell, Neil 3 Barlow, Martin T. 3 Kalsi, Jasdeep 3 Kolliopoulos, Nikolaos 3 Ledger, Sean 3 Martin, James Benedict 3 Yang, Weiye 2 Freiberg, Uta Renata 2 Metz, Volker 2 Reisinger, Christoph 2 Søjmark, Andreas 2 Stark, Dudley 1 Ahmad, F. Bani 1 Aleksandrov, N. D. 1 Andres, Sebastian 1 Bass, Richard F. 1 Biggins, J. D. 1 Bujok, K. 1 Bush, Nancy-Elizabeth 1 Charmoy, Philippe H. A. 1 Crisan, Dan O. 1 Decrouez, Geoffrey 1 Deuschel, Jean-Dominique 1 D’Souza, J. C. 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, Sam D. 1 Hutchinson, John Edward 1 Jin, Lianwen 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 Kusuoka, Shigeo 1 Kyprianou, Andreas E. 1 Lapidus, Michel L. 1 Meinshausen, Nicolai 1 Newbury, James 1 Nyberg, S. O. G. 1 Teplyaev, Alexander 1 Upton, Paul J. 1 Vaicenavicius, Juozas 1 Winter, Steffen 1 Witte, Jan Hendrik 1 Zariphopoulou, Thaleia 1 Zhou, Xianyin
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#### Serials

 11 Stochastic Processes and their Applications 7 Electronic Journal of Probability 6 Probability Theory and Related Fields 4 Advances in Applied Probability 3 SIAM Journal on Financial Mathematics 2 Communications in Mathematical Physics 2 The Annals of Probability 2 Journal of Applied 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 Finance and Stochastics 2 Mathematical Methods of Operations Research 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 Journal of Theoretical Probability 1 Mathematical and Computer Modelling 1 Fractals 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 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 Quantitative Finance 1 Progress in Probability 1 Springer Proceedings in Mathematics & Statistics 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Journal of Fractal Geometry
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#### Fields

 73 Probability theory and stochastic processes (60-XX) 26 Measure and integration (28-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Potential theory (31-XX) 9 Partial differential equations (35-XX) 8 Statistical mechanics, structure of matter (82-XX) 5 Global analysis, analysis on manifolds (58-XX) 5 Numerical analysis (65-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Operator theory (47-XX) 1 Number theory (11-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX)

#### Citations contained in zbMATH

66 Publications have been cited 691 times in 495 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
1994
Monte Carlo methods for the valuation of multiple-exercise options. Zbl 1169.91372
Meinshausen, N.; Hambly, B. M.
2004
Transition density estimates for diffusion processes on post critically finite self-similar fractals. Zbl 1027.60087
Hambly, B. M.; Kumagai, T.
1999
Uniqueness for the signature of a path of bounded variation and the reduced path group. Zbl 1276.58012
Hambly, Ben; Lyons, Terry
2010
Invariance principle for the random conductance model. Zbl 1356.60174
Andres, S.; Barlow, M. T.; Deuschel, J.-D.; Hambly, B. M.
2013
Parabolic Harnack inequality and local limit theorem for percolation clusters. Zbl 1192.60107
Hambly, Ben M.; Barlow, Martin T.
2009
Brownian motion on a homogeneous fractal. Zbl 0767.60075
Hambly, B. M.
1992
Brownian motion on a random recursive Sierpinski gasket. Zbl 0895.60081
Hambly, B. M.
1997
Stochastic evolution equations in portfolio credit modelling. Zbl 1254.91740
Bush, N.; Hambly, B. M.; Haworth, H.; Jin, L.; Reisinger, C.
2011
Modelling spikes and pricing swing options in electricity markets. Zbl 1182.91176
Hambly, Ben; Howison, Sam; Kluge, Tino
2009
Transition density estimates for Brownian motion on scale irregular Sierpiński gaskets. Zbl 0903.60072
Barlow, M. T.; Hambly, B. M.
1997
Extending the Wong-Zakai theorem to reversible Markov processes. Zbl 1010.60070
Bass, R. F.; Hambly, B. M.; Lyons, T. J.
2002
The characteristic polynomial of a random permutation matrix. Zbl 1047.60013
Hambly, B. M.; Keevash, P.; O’Connell, N.; Stark, D.
2000
Self-similar energies on post-critically finite self-similar fractals. Zbl 1103.31005
Hambly, B. M.; Metz, V.; Teplyaev, A.
2006
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
2004
Stochastic area for Brownian motion on the Sierpiński gasket. Zbl 0936.60073
Hambly, B. M.; Lyons, T. J.
1998
On the limiting distribution of a supercritical branching process in a random environment. Zbl 0758.60089
Hambly, Ben
1992
Diffusion processes on fractal fields: Heat kernel estimates and large deviations. Zbl 1035.60083
Hambly, B. M.; Kumagai, T.
2003
Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives. Zbl 1327.65003
Bujok, K.; Hambly, B. M.; Reisinger, C.
2015
Random fractal strings: their zeta functions, complex dimensions and spectral asymptotics. Zbl 1079.60019
Hambly, B. M.; Lapidus, Michel L.
2006
Transition density estimates for diffusion processes on homogeneous random Sierpiński carpets. Zbl 0962.60078
Hambly, Ben M.; Kumagai, Takashi; Kusuoka, Shigeo; Zhou, Xian Yin
2000
Local limit theorems for sequences of simple random walks on graphs. Zbl 1185.60087
Croydon, D. A.; Hambly, B. M.
2008
On the asymptotics of the eigenvalue counting function for random recursive Sierpinski gaskets. Zbl 0954.35121
Hambly, B. M.
2000
A dual approach to multiple exercise option problems under constraints. Zbl 1200.60034
Aleksandrov, N.; Hambly, B. M.
2010
Diffusion on the scaling limit of the critical percolation cluster in the diamond hierarchical lattice. Zbl 1191.82024
Hambly, B. M.; Kumagai, T.
2010
Heavy tails in last-passage percolation. Zbl 1112.60079
Hambly, Ben; Martin, James B.
2007
A random hierarchical lattice: the series-parallel graph and its properties. Zbl 1064.60195
Hambly, B. M.; Jordan, Jonathan
2004
Finitely ramified graph-directed fractals, spectral asymptotics and the multidimensional renewal theorem. Zbl 1038.35046
Hambly, B. M.; Nyberg, S. O. G.
2003
Multifractal spectra for random self-similar measures via branching processes. Zbl 1223.28010
Biggins, J. D.; Hambly, B. M.; Jones, O. D.
2011
Thick and thin points for random recursive fractals. Zbl 1032.60048
Hambly, B. M.; Jones, O. D.
2003
A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line. Zbl 1379.60068
Hambly, Ben; Ledger, Sean
2017
Heat kernel estimates and homogenization for asymptotically lower dimensional processes on some nested fractals. Zbl 0910.60062
Hambly, B. M.; Kumagai, T.
1998
On the survival probability of a branching process in a random environment. Zbl 0880.60086
D’Souza, J. C.; Hambly, B. M.
1997
Asymptotics for functions associated with heat flow on the Sierpiński carpet. Zbl 1208.35012
Hambly, B. M.
2011
Concentration results for a Brownian directed percolation problem. Zbl 1075.60562
Hambly, B. M.; Martin, James B.; O’Connell, Neil
2002
Stochastic evolution equations for large portfolios of stochastic volatility models. Zbl 1407.91221
Hambly, Ben; Kolliopoulos, Nikolaos
2017
Time-changes of stochastic processes associated with resistance forms. Zbl 1386.60264
Croydon, David; Hambly, Ben; Kumagai, Takashi
2017
Discretely sampled signals and the rough Hoff process. Zbl 1348.60058
Flint, Guy; Hambly, Ben; Lyons, Terry
2016
Self-similarity and spectral asymptotics for the continuum random tree. Zbl 1143.60012
Croydon, David; Hambly, Ben
2008
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.
2003
On constant tail behaviour for the limiting random variable in a supercritical branching process. Zbl 0819.60076
Hambly, B. M.
1995
Spectral asymptotics for $$V$$-variable Sierpinski gaskets. Zbl 1387.35434
Freiberg, U.; Hambly, B. M.; Hutchinson, John E.
2017
Convergence of mixing times for sequences of random walks on finite graphs. Zbl 1244.05207
Croydon, David A.; Hambly, Ben M.; Kumagai, Takashi
2012
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.
2002
Multifractal formalisms for the local spectral and walk dimensions. Zbl 1002.60064
Hambly, B. M.; Kigami, Jun; Kumagai, Takashi
2002
Self-repelling walk on the Sierpiński gasket. Zbl 1017.60101
Hambly, B. M.; Hattori, Kumiko; Hattori, Tetsuya
2002
Fluctuation of the transition density for Brownian motion on random recursive Sierpiński gaskets. Zbl 1047.60084
Hambly, B. M.; Kumagai, Takashi
2001
Heat kernels and spectral asymptotics for some random Sierpinski gaskets. Zbl 0947.60086
Hambly, B. M.
2000
The homogenization problem for Vicsek set. Zbl 0930.31005
Hambly, B. M.; Metz, V.
1998
A McKean-Vlasov equation with positive feedback and blow-ups. Zbl 1423.35224
Hambly, Ben; Ledger, Sean; Søjmark, Andreas
2019
An SPDE model for systemic risk with endogenous contagion. Zbl 07074031
Hambly, Ben; Søjmark, Andreas
2019
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index. Zbl 1337.91098
Hambly, Ben; Vaicenavicius, Juozas
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
2015
Asymptotics for the spectral and walk dimension as fractals approach Euclidean space. Zbl 1075.28003
Hambly, B. M.; Kumagai, T.
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
2001
Modelling transport in disordered media via diffusion on fractals. Zbl 1042.60524
Hambly, B.; Jones, O. D.
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.
2000
A reflected moving boundary problem driven by space-time white noise. Zbl 1431.60056
Hambly, Ben; Kalsi, Jasdeep
2019
Degenerate limits for one-parameter families of non-fixed-point diffusions on fractals. Zbl 07036246
Hambly, Ben; Yang, Weiye
2019
Spectral asymptotics for stable trees. Zbl 1236.60082
Croydon, David A.; Hambly, Benjamin M.
2010
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.
2007
Erratum to: “Stochastic evolution equations for large portfolios of stochastic volatility models”. Zbl 07135140
Hambly, Ben; Kolliopoulos, Nikolaos
2019
Heat kernel estimates for FIN processes associated with resistance forms. Zbl 1422.60129
Croydon, D. A.; Hambly, B. M.; Kumagai, T.
2019
The Hausdorff spectrum of a class of multifractal processes. Zbl 1328.60194
Decrouez, Geoffrey; Hambly, Ben; Jones, Owen Dafydd
2015
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.
2009
Heat kernel estimates and law of the iterated logarithm for symmetric random walks on fractal graphs. Zbl 1063.60101
Hambly, Ben M.; Kumagai, Takashi
2004
A McKean-Vlasov equation with positive feedback and blow-ups. Zbl 1423.35224
Hambly, Ben; Ledger, Sean; Søjmark, Andreas
2019
An SPDE model for systemic risk with endogenous contagion. Zbl 07074031
Hambly, Ben; Søjmark, Andreas
2019
A reflected moving boundary problem driven by space-time white noise. Zbl 1431.60056
Hambly, Ben; Kalsi, Jasdeep
2019
Degenerate limits for one-parameter families of non-fixed-point diffusions on fractals. Zbl 07036246
Hambly, Ben; Yang, Weiye
2019
Erratum to: “Stochastic evolution equations for large portfolios of stochastic volatility models”. Zbl 07135140
Hambly, Ben; Kolliopoulos, Nikolaos
2019
Heat kernel estimates for FIN processes associated with resistance forms. Zbl 1422.60129
Croydon, D. A.; Hambly, B. M.; Kumagai, T.
2019
A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line. Zbl 1379.60068
Hambly, Ben; Ledger, Sean
2017
Stochastic evolution equations for large portfolios of stochastic volatility models. Zbl 1407.91221
Hambly, Ben; Kolliopoulos, Nikolaos
2017
Time-changes of stochastic processes associated with resistance forms. Zbl 1386.60264
Croydon, David; Hambly, Ben; Kumagai, Takashi
2017
Spectral asymptotics for $$V$$-variable Sierpinski gaskets. Zbl 1387.35434
Freiberg, U.; Hambly, B. M.; Hutchinson, John E.
2017
Discretely sampled signals and the rough Hoff process. Zbl 1348.60058
Flint, Guy; Hambly, Ben; Lyons, Terry
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.
2015
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index. Zbl 1337.91098
Hambly, Ben; Vaicenavicius, Juozas
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
2015
The Hausdorff spectrum of a class of multifractal processes. Zbl 1328.60194
Decrouez, Geoffrey; Hambly, Ben; Jones, Owen Dafydd
2015
Invariance principle for the random conductance model. Zbl 1356.60174
Andres, S.; Barlow, M. T.; Deuschel, J.-D.; Hambly, B. M.
2013
Convergence of mixing times for sequences of random walks on finite graphs. Zbl 1244.05207
Croydon, David A.; Hambly, Ben M.; Kumagai, Takashi
2012
Stochastic evolution equations in portfolio credit modelling. Zbl 1254.91740
Bush, N.; Hambly, B. M.; Haworth, H.; Jin, L.; Reisinger, C.
2011
Multifractal spectra for random self-similar measures via branching processes. Zbl 1223.28010
Biggins, J. D.; Hambly, B. M.; Jones, O. D.
2011
Asymptotics for functions associated with heat flow on the Sierpiński carpet. Zbl 1208.35012
Hambly, B. M.
2011
Uniqueness for the signature of a path of bounded variation and the reduced path group. Zbl 1276.58012
Hambly, Ben; Lyons, Terry
2010
A dual approach to multiple exercise option problems under constraints. Zbl 1200.60034
Aleksandrov, N.; Hambly, B. M.
2010
Diffusion on the scaling limit of the critical percolation cluster in the diamond hierarchical lattice. Zbl 1191.82024
Hambly, B. M.; Kumagai, T.
2010
Spectral asymptotics for stable trees. Zbl 1236.60082
Croydon, David A.; Hambly, Benjamin M.
2010
Parabolic Harnack inequality and local limit theorem for percolation clusters. Zbl 1192.60107
Hambly, Ben M.; Barlow, Martin T.
2009
Modelling spikes and pricing swing options in electricity markets. Zbl 1182.91176
Hambly, Ben; Howison, Sam; Kluge, Tino
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.
2009
Local limit theorems for sequences of simple random walks on graphs. Zbl 1185.60087
Croydon, D. A.; Hambly, B. M.
2008
Self-similarity and spectral asymptotics for the continuum random tree. Zbl 1143.60012
Croydon, David; Hambly, Ben
2008
Heavy tails in last-passage percolation. Zbl 1112.60079
Hambly, Ben; Martin, James B.
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.
2007
Self-similar energies on post-critically finite self-similar fractals. Zbl 1103.31005
Hambly, B. M.; Metz, V.; Teplyaev, A.
2006
Random fractal strings: their zeta functions, complex dimensions and spectral asymptotics. Zbl 1079.60019
Hambly, B. M.; Lapidus, Michel L.
2006
Monte Carlo methods for the valuation of multiple-exercise options. Zbl 1169.91372
Meinshausen, N.; Hambly, B. M.
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
2004
A random hierarchical lattice: the series-parallel graph and its properties. Zbl 1064.60195
Hambly, B. M.; Jordan, Jonathan
2004
Heat kernel estimates and law of the iterated logarithm for symmetric random walks on fractal graphs. Zbl 1063.60101
Hambly, Ben M.; Kumagai, Takashi
2004
Diffusion processes on fractal fields: Heat kernel estimates and large deviations. Zbl 1035.60083
Hambly, B. M.; Kumagai, T.
2003
Finitely ramified graph-directed fractals, spectral asymptotics and the multidimensional renewal theorem. Zbl 1038.35046
Hambly, B. M.; Nyberg, S. O. G.
2003
Thick and thin points for random recursive fractals. Zbl 1032.60048
Hambly, B. M.; Jones, O. D.
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.
2003
Extending the Wong-Zakai theorem to reversible Markov processes. Zbl 1010.60070
Bass, R. F.; Hambly, B. M.; Lyons, T. J.
2002
Concentration results for a Brownian directed percolation problem. Zbl 1075.60562
Hambly, B. M.; Martin, James B.; O’Connell, Neil
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.
2002
Multifractal formalisms for the local spectral and walk dimensions. Zbl 1002.60064
Hambly, B. M.; Kigami, Jun; Kumagai, Takashi
2002
Self-repelling walk on the Sierpiński gasket. Zbl 1017.60101
Hambly, B. M.; Hattori, Kumiko; Hattori, Tetsuya
2002
Asymptotics for the spectral and walk dimension as fractals approach Euclidean space. Zbl 1075.28003
Hambly, B. M.; Kumagai, T.
2002
Fluctuation of the transition density for Brownian motion on random recursive Sierpiński gaskets. Zbl 1047.60084
Hambly, B. M.; Kumagai, Takashi
2001
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
2001
The characteristic polynomial of a random permutation matrix. Zbl 1047.60013
Hambly, B. M.; Keevash, P.; O’Connell, N.; Stark, D.
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
2000
On the asymptotics of the eigenvalue counting function for random recursive Sierpinski gaskets. Zbl 0954.35121
Hambly, B. M.
2000
Heat kernels and spectral asymptotics for some random Sierpinski gaskets. Zbl 0947.60086
Hambly, B. M.
2000
Modelling transport in disordered media via diffusion on fractals. Zbl 1042.60524
Hambly, B.; Jones, O. D.
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.
2000
Transition density estimates for diffusion processes on post critically finite self-similar fractals. Zbl 1027.60087
Hambly, B. M.; Kumagai, T.
1999
Stochastic area for Brownian motion on the Sierpiński gasket. Zbl 0936.60073
Hambly, B. M.; Lyons, T. J.
1998
Heat kernel estimates and homogenization for asymptotically lower dimensional processes on some nested fractals. Zbl 0910.60062
Hambly, B. M.; Kumagai, T.
1998
The homogenization problem for Vicsek set. Zbl 0930.31005
Hambly, B. M.; Metz, V.
1998
Brownian motion on a random recursive Sierpinski gasket. Zbl 0895.60081
Hambly, B. M.
1997
Transition density estimates for Brownian motion on scale irregular Sierpiński gaskets. Zbl 0903.60072
Barlow, M. T.; Hambly, B. M.
1997
On the survival probability of a branching process in a random environment. Zbl 0880.60086
D’Souza, J. C.; Hambly, B. M.
1997
On constant tail behaviour for the limiting random variable in a supercritical branching process. Zbl 0819.60076
Hambly, B. M.
1995
Transition density estimates for Brownian motion on affine nested fractals. Zbl 0853.60062
Fitzsimmons, Pat J.; Hambly, Ben M.; Kumagai, Takashi
1994
Brownian motion on a homogeneous fractal. Zbl 0767.60075
Hambly, B. M.
1992
On the limiting distribution of a supercritical branching process in a random environment. Zbl 0758.60089
Hambly, Ben
1992
all top 5

#### Cited by 578 Authors

 31 Hambly, Ben M. 21 Kumagai, Takashi 13 Croydon, David A. 13 Hu, Jiaxin 13 Teplyaev, Alexander 12 Lapidus, Michel L. 12 Lyons, Terence John 11 Grigor’yan, Alexander Asaturovich 10 Andres, Sebastian 10 Barlow, Martin T. 10 Deuschel, Jean-Dominique 10 Strichartz, Robert S. 9 Boedihardjo, Horatio 8 Geng, Xi 8 Jones, Owen Dafydd 8 Rogers, Luke G. 7 Friz, Peter Karl 7 Lau, Kasing 7 Qian, Zhongmin M. 7 Spiliopoulos, Konstantinos V. 6 Attia, Najmeddine 6 Kajino, Naotaka 6 Slowik, Martin 6 Telcs, András 5 Chen, Zhen-Qing 5 Giles, Michael B. 5 Hinz, Michael 5 Liu, Quansheng 5 Metz, Volker 5 Zähle, Martina 4 Alonso-Ruiz, Patricia 4 Bender, Christian 4 Chevyrev, Ilya 4 Freiberg, Uta Renata 4 Hino, Masanori 4 Ionescu, Marius V. 4 Manstavičius, Eugenijus 4 Martin, James Benedict 4 Murugan, Mathav Kishore 4 Pagès, Gilles 4 Peirone, Roberto 4 Reisinger, Christoph 4 Schoenmakers, John G. M. 4 Sirignano, Justin A. 4 Unterberger, Jérémie M. 4 Vatutin, Vladimir Alekseevich 4 Wang, Jian 4 Zeindler, Dirk 3 Anh, Vo V. 3 Barnsley, Michael Fielding 3 Clark, Jeremy Thane 3 Coupier, David 3 Dokuchaev, Nikolai G. 3 Giesecke, Kay 3 Goda, Takashi 3 Gu, Qingsong 3 Hattori, Kumiko 3 Huang, Chunmao 3 Hutchinson, John Edward 3 Jørgensen, Palle E. T. 3 Kalsi, Jasdeep 3 Kolliopoulos, Nikolaos 3 Lancia, Maria Rosaria 3 Lejay, Antoine 3 Lemaire, Vincent 3 Leung, Tim 3 Mahmoud, Hosam M. 3 Mourrat, Jean-Christophe 3 Ngai, Sze-Man 3 Radunović, Goran 3 Ruiz-Medina, María Dolores 3 Victoir, Nicolas B. 3 Yang, Danyu 3 Zheng, Xinghua 3 Žubrinić, Darko 2 Alberts, Tom 2 Angulo, José Miguel 2 Bahier, Valentin 2 Bansaye, Vincent 2 Bardou, Olivier 2 Bass, Richard F. 2 Ben Arous, Gérard 2 Biskup, Marek 2 Böinghoff, Christian 2 Bouthemy, Sandrine 2 Burdzy, Krzysztof 2 Cao, Shiping 2 Capitanelli, Raffaela 2 Cartea, Álvaro 2 Chafaï, Djalil 2 Chiarini, Alberto 2 Christensen, Soren 2 Comets, Francis M. 2 Cristea, Ligia-Loretta 2 Dai, Min 2 Decrouez, Geoffrey 2 Duquesne, Thomas 2 Economou, Antonis 2 Evans, Steven Neil 2 Gill, James T. ...and 478 more Authors
all top 5

#### Cited in 144 Serials

 41 Stochastic Processes and their Applications 28 Journal of Functional Analysis 27 Probability Theory and Related Fields 21 Transactions of the American Mathematical Society 20 The Annals of Probability 13 The Annals of Applied Probability 13 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 10 Communications in Mathematical Physics 10 Potential Analysis 9 Applied Mathematical Finance 8 Journal of Statistical Physics 8 Journal of Theoretical Probability 8 Electronic Journal of Probability 8 International Journal of Theoretical and Applied Finance 7 Forum Mathematicum 6 Advances in Applied Probability 6 Journal of Mathematical Physics 6 Advances in Mathematics 6 Mathematical Finance 5 Journal of Mathematical Analysis and Applications 5 Journal of Applied Probability 5 Stochastic Analysis and Applications 5 Bernoulli 5 SIAM Journal on Financial Mathematics 4 Journal d’Analyse Mathématique 4 Journal of Differential Equations 4 Revista Matemática Iberoamericana 4 European Journal of Operational Research 4 Fractals 4 Finance and Stochastics 4 Quantitative Finance 4 Communications on Pure and Applied Analysis 4 SIAM/ASA Journal on Uncertainty Quantification 3 Communications on Pure and Applied Mathematics 3 Annales de l’Institut Fourier 3 Journal of the Mathematical Society of Japan 3 Publications of the Research Institute for Mathematical Sciences, Kyoto University 3 Zeitschrift für Analysis und ihre Anwendungen 3 Statistics & Probability Letters 3 Operations Research Letters 3 Acta Applicandae Mathematicae 3 Journal of Economic Dynamics & Control 3 Queueing Systems 3 Mathematical Methods of Operations Research 3 Probability in the Engineering and Informational Sciences 3 Methodology and Computing in Applied Probability 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Stochastic and Partial Differential Equations. Analysis and Computations 3 Journal of Fractal Geometry 2 Journal of Mathematical Biology 2 Letters in Mathematical Physics 2 Lithuanian Mathematical Journal 2 Theory of Probability and its Applications 2 Automatica 2 Journal für die Reine und Angewandte Mathematik 2 Manuscripta Mathematica 2 Mathematische Nachrichten 2 Topology and its Applications 2 Probability and Mathematical Statistics 2 Science in China. Series A 2 Annals of Operations Research 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 Monte Carlo Methods and Applications 2 Electronic Communications in Probability 2 Discrete and Continuous Dynamical Systems 2 The Journal of Fourier Analysis and Applications 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Annals of Mathematics. Second Series 2 Annales Henri Poincaré 2 Stochastic Models 2 Proceedings of the Steklov Institute of Mathematics 2 Discrete and Continuous Dynamical Systems. Series S 2 Statistics and Computing 2 Annals of Finance 1 Applicable Analysis 1 Bulletin of the Australian Mathematical Society 1 Discrete Mathematics 1 Metrika 1 Rocky Mountain Journal of Mathematics 1 Studia Mathematica 1 Beiträge zur Algebra und Geometrie 1 Applied Mathematics and Optimization 1 BIT 1 Calcolo 1 Illinois Journal of Mathematics 1 Inventiones Mathematicae 1 Journal of Multivariate Analysis 1 Mathematische Annalen 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Mathematische Zeitschrift 1 Memoirs of the American Mathematical Society 1 Numerical Functional Analysis and Optimization 1 Pacific Journal of Mathematics 1 Proceedings of the London Mathematical Society. Third Series 1 Revista de la Unión Matemática Argentina 1 SIAM Journal on Control and Optimization 1 Ergodic Theory and Dynamical Systems 1 Insurance Mathematics & Economics 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire ...and 44 more Serials
all top 5

#### Cited in 49 Fields

 351 Probability theory and stochastic processes (60-XX) 123 Measure and integration (28-XX) 79 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 62 Partial differential equations (35-XX) 61 Potential theory (31-XX) 55 Statistical mechanics, structure of matter (82-XX) 33 Operator theory (47-XX) 30 Numerical analysis (65-XX) 26 Functional analysis (46-XX) 25 Combinatorics (05-XX) 25 Statistics (62-XX) 18 Number theory (11-XX) 17 Global analysis, analysis on manifolds (58-XX) 17 Operations research, mathematical programming (90-XX) 14 Quantum theory (81-XX) 13 Dynamical systems and ergodic theory (37-XX) 12 Ordinary differential equations (34-XX) 10 Real functions (26-XX) 10 Systems theory; control (93-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 9 Functions of a complex variable (30-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 8 Biology and other natural sciences (92-XX) 6 Difference and functional equations (39-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Differential geometry (53-XX) 6 General topology (54-XX) 5 Group theory and generalizations (20-XX) 4 Convex and discrete geometry (52-XX) 4 Computer science (68-XX) 3 Nonassociative rings and algebras (17-XX) 3 Approximations and expansions (41-XX) 3 Abstract harmonic analysis (43-XX) 3 Integral equations (45-XX) 3 Geometry (51-XX) 2 Algebraic geometry (14-XX) 2 Topological groups, Lie groups (22-XX) 2 Fluid mechanics (76-XX) 2 Optics, electromagnetic theory (78-XX) 2 Information and communication theory, circuits (94-XX) 1 Commutative algebra (13-XX) 1 Associative rings and algebras (16-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX)