BSc in Mathematics (University of Adelaide, 1986); PhD in Mathematics (University of Cambridge, 1990); Postdoctoral positions in Cambridge and San Diego; Lectureships in Edinburgh and Bristol before moving to Oxford in 2000.
Undergraduate: Applied Maths.
Graduate: MSc in Mathematical and Computational Finance.
Probability, stochastic analysis, mathematical finance and fractals.
D.A. Croydon and B.M. Hambly, ‘Self-similarity and spectral asymptotics for the continuum random tree’, Stochastic Processes and their Applications 118 (2008), 730-54
B.M. Hambly and L. Jones, ‘Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric alpha-stable processes’, Electronic Journal of Probability 12 (2007), 862-87
B.M. Hambly and J. B. Martin, ‘Heavy tails in last passage percolation’, Probability Theory and Related Fields, 137 (2007), 227-75