| Uniqueness for the signature of a path of bounded variation and the reduced path group B Hambly, T Lyons Annals of Mathematics, 109-167, 2010 | 415 | 2010 |
| Recent advances in reinforcement learning in finance B Hambly, R Xu, H Yang Mathematical Finance 33 (3), 437-503, 2023 | 360 | 2023 |
| Monte Carlo methods for the valuation of multiple‐exercise options N Meinshausen, BM Hambly Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004 | 206 | 2004 |
| Transition density estimates for Brownian motion on affine nested fractals PJ Fitzsimmons, BM Hambly, T Kumagai Communications in Mathematical Physics 165 (3), 595-620, 1994 | 158 | 1994 |
| Modelling spikes and pricing swing options in electricity markets B Hambly, S Howison, T Kluge Quantitative Finance 9 (8), 937-949, 2009 | 155 | 2009 |
| Transition density estimates for diffusion processes on post critically finite self-similar fractals BM Hambly, T Kumagai Proceedings of the London Mathematical Society 78 (2), 431-458, 1999 | 142 | 1999 |
| Invariance principle for the random conductance model S Andres, MT Barlow, JD Deuschel, BM Hambly Probability Theory and Related Fields 156 (3), 535-580, 2013 | 125 | 2013 |
| Transition density estimates for Brownian motion on scale irregular Sierpinski gaskets MT Barlow, BM Hambly Annales de l'Institut Henri Poincare (B) Probability and Statistics 33 (5 …, 1997 | 121 | 1997 |
| Brownian motion on a homogeneous random fractal BM Hambly Probability theory and related fields 94 (1), 1-38, 1992 | 116 | 1992 |
| Policy gradient methods for the noisy linear quadratic regulator over a finite horizon B Hambly, R Xu, H Yang SIAM Journal on Control and Optimization 59 (5), 3359-3391, 2021 | 106 | 2021 |
| Parabolic Harnack inequality and local limit theorem for percolation clusters B Hambly, M Barlow | 89 | 2009 |
| Brownian motion on a random recursive Sierpinski gasket BM Hambly The Annals of Probability 25 (3), 1059-1102, 1997 | 89 | 1997 |
| A McKean–Vlasov equation with positive feedback and blow-ups B Hambly, S Ledger, A Søjmark The Annals of Applied Probability 29 (4), 2338-2373, 2019 | 87 | 2019 |
| Stochastic evolution equations in portfolio credit modelling N Bush, BM Hambly, H Haworth, L Jin, C Reisinger SIAM Journal on Financial Mathematics 2 (1), 627-664, 2011 | 87 | 2011 |
| How nanoscale protein interactions determine the mesoscale dynamic organisation of bacterial outer membrane proteins M Chavent, AL Duncan, P Rassam, O Birkholz, J Hélie, T Reddy, ... Nature communications 9 (1), 2846, 2018 | 73 | 2018 |
| An SPDE model for systemic risk with endogenous contagion B Hambly, A Søjmark Finance and Stochastics 23 (3), 535-594, 2019 | 65 | 2019 |
| Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives K Bujok, BM Hambly, C Reisinger Methodology and Computing in Applied Probability 17 (3), 579-604, 2015 | 64 | 2015 |
| Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries B Hambly, T Kumagai | 64 | 2003 |
| A dual approach to multiple exercise option problems under constraints N Aleksandrov, BM Hambly Mathematical methods of operations research 71 (3), 503-533, 2010 | 62 | 2010 |
| Stochastic area for Brownian motion on the Sierpinski gasket BM Hambly, TJ Lyons The Annals of Probability 26 (1), 132-148, 1998 | 57 | 1998 |
David CroydonResearch Institute for Mathematical Sciences, Kyoto UniversityVerified email at kurims.kyoto-u.ac.jp
