Concepedia

Ben Hambly

BH

Statistics

Publications

58

Citations

2.8K

H-Index

29

Active since

1992

Affiliations

University of Oxford(Current)

Kyoto University

University of Edinburgh

University of Bristol

Mathematical Institute of the Slovak Academy of Sciences

Ben Hambly is an author at University of Oxford specializing in engineering, probability theory, and physics.

Top concepts

EngineeringProbabilityPhysicsEntropyBrownian MotionDiscrete MathematicsStochastic ProcessesFinanceNatural SciencesBusiness

Publications per year

1992–2023

58

Publications

58

Fractals, Random Shapes and Point Fields.

Ben Hambly, Dietrich Stoyan, Helga Stoyan · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1996 · 613 citations

Geometric Modeling, Geometry, Natural Sciences +5

Recent advances in reinforcement learning in finance

Ben Hambly, Renyuan Xu, Huining Yang · Mathematical Finance · 2023 · 155 citations · Full text

Financial Analytics, Engineering, Machine Learning +15

Modelling spikes and pricing swing options in electricity markets

Ben Hambly, Sam Howison, Tino Kluge · Quantitative Finance · 2009 · 125 citations

Engineering, Spot Process, Financial Mathematics +18

Transition density estimates for Brownian motion on affine nested fractals

Pat Fitzsimmons, Ben Hambly, Takashi Kumagai · Communications in Mathematical Physics · 1994 · 117 citations

Engineering, Probability Theory, Brownian Motion +4

Transition Density Estimates for Diffusion Processes on Post Critically Finite Self-Similar Fractals

Ben Hambly, Takashi Kumagai · Proceedings of the London Mathematical Society · 1999 · 100 citations

Heat Kernel, Engineering, Transition Density Estimates +16

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