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
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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
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Random fragmentation-coalescence processes out of equilibrium
Engineering and Physical Sciences Research Council
1/01/20 → 31/12/22
Project: Research council
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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 → 31/12/21
Project: Research council
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EPSRC Centre for Doctoral Training in Statistical Applied Mathematics at Bath (SAMBa)
Kyprianou, A., Milewski, P. & Wood, S.
1/05/14 → 31/10/22
Project: Research-related funding
Research output
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Stochastic Methods for Neutron Transport Equation III: Generational many-to-one and k_eff
Kyprianou, A., Cox, A., Horton, E. & Villemonais, D., 12 Jan 2021, (Acceptance date) In: SIAM Journal on Applied Mathematics.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Double hypergeometric Lévy processes and self-similarity
Kyprianou, A. & Pardo, J. C., 29 Jul 2020, (Acceptance date) In: Journal of Applied Probability.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Downloads (Pure) -
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 56 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
Entrance laws at the origin of self-similar Markov processes in high dimensions
Kyprianou, A., Rivero Mercado, V., Sengul, B. & Yang, T., 30 Sep 2020, In: Transactions of the American Mathematical Society. 373, 9, p. 6227-6299 57 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile21 Downloads (Pure) -
Skeletal stochastic differential equations for superprocesses
Kyprianou, A., Fekete, D. & Fontbona, J., 31 Dec 2020, In: Journal of Applied Probability. 57, 4, p. 1111-1134Research output: Contribution to journal › Article › peer-review
Open Access