| 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 | 69 | 2019 |
| Functional central limit theorems for rough volatility B Horvath, A Jacquier, A Muguruza, A Søjmark Finance and Stochastics, 1-47, 2024 | 55 | 2024 |
| An SPDE model for systemic risk with endogenous contagion B Hambly, A Søjmark Finance and Stochastics 23 (3), 535-594, 2019 | 47 | 2019 |
| At the mercy of the common noise: blow-ups in a conditional McKean–Vlasov problem S Ledger, A Søjmark Electronic Journal of Probability 26, 1-39, 2021 | 35 | 2021 |
| Uniqueness for contagious McKean–Vlasov systems in the weak feedback regime S Ledger, A Søjmark Bulletin of the London Mathematical Society 52 (3), 448-463, 2020 | 24 | 2020 |
| Dynamic default contagion in heterogeneous interbank systems Z Feinstein, A Søjmark SIAM Journal on Financial Mathematics 12 (4), SC83-SC97, 2021 | 19 | 2021 |
| A dynamic default contagion model: From Eisenberg-Noe to the mean field Z Feinstein, A Sojmark arXiv preprint arXiv:1912.08695, 2019 | 13 | 2019 |
| Contagious McKean–Vlasov problems with common noise: from smooth to singular feedback through hitting times B Hambly, A Petronilia, C Reisinger, S Rigger, A Søjmark arXiv preprint arXiv:2307.10800, 2023 | 3 | 2023 |
| Contagious McKean–Vlasov systems with heterogeneous impact and exposure Z Feinstein, A Søjmark Finance and Stochastics 27 (3), 663-711, 2023 | 3* | 2023 |
| Endogenous Distress Contagion in a Dynamic Interbank Model Z Feinstein, A Sojmark arXiv preprint arXiv:2211.15431, 2022 | 3* | 2022 |
| An interacting particle system for the front of an epidemic advancing through a susceptible population E Fausti, A Sojmark arXiv preprint arXiv:2210.09286, 2022 | 3 | 2022 |
| Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks A Søjmark, F Wunderlich arXiv preprint arXiv:2401.13543, 2024 | 2 | 2024 |
| Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies A Sojmark, F Wunderlich arXiv preprint arXiv:2309.12197, 2023 | 2 | 2023 |
| Contagious McKean-Vlasov systems with positive feedback A Sojmark University of Oxford, 2019 | 2 | 2019 |
| Functional CLTs for subordinated Lévy models in physics, finance, and econometrics A Søjmark, F Wunderlich arXiv preprint arXiv:2312.15119, 2023 | | 2023 |
| An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line B Hambly, J Meier, A Sojmark arXiv preprint arXiv:2210.09740, 2022 | | 2022 |
| ELLIPTIC REGULARITY FOR QUASILINEAR SYSTEMS AND STOCHASTIC DIFFERENTIAL GAMES A SØJMARK | | |
Ben HamblyProfessor of Mathematics, University of Oxford在 maths.ox.ac.uk 的电子邮件经过验证
