Projects per year
Personal profile
Research interests
I have several main themes of research. I am generally interested in the theory of Lévy processes and their insertion into a wide variety of (applied) probability models arising in: optimal stopping and stochastic control problems, queuing theory, (numerical) stochastic differential equations and financial and actuarial mathematics. More recently I have been interested in questions pertaining to the (potential) analysis of self-similar Markov processes. I also have broad and active interests in the theory of branching and coalescing structures. These include (spatial) growth properties of branching random walks, branching particle diffusions, superprocesses and continuous-state branching processes, fragmentation processes and stochastic coalescent models.
My interest in these all of these subfields of probability is largely, but not exclusively, motivated by elegant path decompositions. I am also drawn to anything that can be proved in a beautiful way using a martingale.
Educated at the Universities of Oxford and Sheffield, and having held previous academic positions at the London School of Economics, Edinburgh University, Utrecht University and at Heriot Watt University, I came to Bath in 2006. I am the co-founder and current director of of Prob-L@B: the Probability Laboratory at Bath.
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Projects
Bringing statistical and data science capacity building to Mongolia
Faraway, J., Kyprianou, A. & Smith, T.
1/04/20 → 31/03/21
Project: Research council
Dynamic coalescent models with seedbanks
Kyprianou, A., Rogers, T., Siri-Jégousse, A. & Velasco, L. P.
1/02/20 → 31/12/21
Project: Research-related funding
Random fragmentation-coalescence processes out of equilibrium
Engineering and Physical Sciences Research Council
1/01/20 → 31/12/22
Project: Research council
Stochastic Analysis of the Neutron Transport Equation and Applications to Nuclear Safety
Kyprianou, A., Cox, A. & Harris, S.
Engineering and Physical Sciences Research Council
16/05/17 → 31/12/20
Project: Research council
Research Output
Entrance and exit at infinity for stable jump diffusions
Doering, L. & Kyprianou, A., 30 Jun 2020, In : Annals of Probability. 48, 3, p. 1220-1265 55 p.Research output: Contribution to journal › Article
Open Access
Skeletal stochastic differential equations for superprocesses
Kyprianou, A., Fekete, D. & Fontbona, J., 10 Apr 2020, (Acceptance date) In : Journal of Applied Probability.Research output: Contribution to journal › Article
Open Access
Stochastic Methods for the Neutron Transport Equation I: Linear Semigroup asymptotics.
Horton, E., Kyprianou, A. & Villemonais, D., 8 Feb 2020, (Acceptance date) In : Annals of Applied Probability.Research output: Contribution to journal › Article
Stochastic Methods for the Neutron Transport Equation II: Almost sure growth.
Horton, E., Kyprianou, A. & Harris, S., 4 Mar 2020, (Acceptance date) In : Annals of Applied Probability.Research output: Contribution to journal › Article
Open Access
Conditioned real self-similar Markov processes
Kyprianou, A., Rivero Mercado, V. & Satitkanitkul, W., 1 Mar 2019, In : Stochastic Processes and their Applications. 129, 3, p. 954-977 24 p.Research output: Contribution to journal › Article
Open Access
File
4
Citations
(Scopus)
18
Downloads
(Pure)
Thesis
Asymptotic properties of fragmentation processes
Author: Knobloch, R., 1 Jan 2011Supervisor: Kyprianou, A. (Supervisor) & Harris, S. (Supervisor)
Student thesis: Doctoral Thesis › PhD
File
Branching Diffusions on the Boundary and the Interior of Balls
Author: Hesse, M., 17 Dec 2013Supervisor: Kyprianou, A. (Supervisor) & Harris, S. (Supervisor)
Student thesis: Doctoral Thesis › PhD
File
Fragmentation-Coalescence Processes: Theory and Applications
Author: Pagett, S., 26 Apr 2017Supervisor: Rogers, T. (Supervisor) & Kyprianou, A. (Supervisor)
Student thesis: Doctoral Thesis › PhD
File
Optimal Stopping Problems for the Maximum Process
Author: Ott, C., 31 Dec 2013Supervisor: Kyprianou, A. (Supervisor)
Student thesis: Doctoral Thesis › PhD
File
SDEs for embedded successful genealogies
Author: Fekete, D., 2 Oct 2019Supervisor: Kyprianou, A. (Supervisor), Pardo, J. C. (External person) (Supervisor) & Morters, P. (Supervisor)
Student thesis: Doctoral Thesis › PhD
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