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math.PR2026

Probabilistic estimates for a system of noisy integrate-and-fire neurons

Ben Hambly, Aldaïr Petronilia, Christoph Reisinger +1

In this note, we establish various probabilistic estimates for an interacting particle system that describes the evolution of the membrane potentials in a network of excitatory int…

math.PR2026

Particle Systems and McKean--Vlasov Dynamics with Singular Interaction through Local Times

Graeme Baker, Ben Hambly, Philipp Jettkant

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all th…

math.PR2025

Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity

Ben Hambly, Philipp Jettkant

We consider a novel McKean--Vlasov control problem with contagion through killing of particles and common noise. Each particle is killed at an exponential rate according to an inte…

math.PR2025

Scaling limit for Brownian motions on the -level Sierpinski gaskets: The fractal to Euclidean crossover

David A. Croydon, Ben Hambly, Takashi Kumagai

In two dimensions, the -level Sierpinski gasket is obtained by splitting an equilateral triangle into a collection of equilateral triangles of equal size…

math.PR2025

Particle systems and the supercooled Stefan problem with non-integrable initial data

Thomas Blore, D. G. M Flynn, Ben Hambly

We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of…

math.PR2024

Non-negative Martingale Solutions to the Stochastic Porous Medium Equation with Sticky Behavior

Ben Hambly, Dörte Kreher, Konstantins Starovoitovs

We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of stic…