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 | 68 | 2019 |
At the mercy of the common noise: blow-ups in a conditional McKean–Vlasov problem S Ledger, A Søjmark | 36 | 2021 |
A stochastic McKean–Vlasov equation for absorbing diffusions on the half-line B Hambly, S Ledger | 26 | 2017 |
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 | 25 | 2020 |
Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients S Ledger Stochastic Partial Differential Equations: Analysis and Computations 2, 1-26, 2014 | 14 | 2014 |
Skorokhod’s M1 topology for distribution-valued processes S Ledger | 12 | 2016 |
A stochastic partial differential equation model for the pricing of mortgage-backed securities F Ahmad, BM Hambly, S Ledger Stochastic Processes and their Applications 128 (11), 3778-3806, 2018 | 11 | 2018 |
Random walk on the randomly-oriented Manhattan lattice S Ledger, B Tóth, B Valkó | 10 | 2018 |
Particle systems and stochastic PDEs on the half-line S Ledger University of Oxford, 2015 | 2 | 2015 |
Diffusion and Superdiffusion in Lattice Models for Colliding Particles with Stored Momentum E Crane, S Ledger, B Tóth Journal of Statistical Physics 177, 1240-1262, 2019 | | 2019 |
A McKean--Vlasov equation with positive feedback and blow-ups S Ledger, B Hambly, A Sojmark arXiv, arXiv: 1801.07703, 2018 | | 2018 |