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.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Fingerprint
- 1 Similar Profiles
Network
-
DATa Analytics for PAtient Scheduling (DATAPAS)
Bath Institute For Rheumatic Diseases
15/08/22 → 14/04/23
Project: UK charity
-
Multi User High-Content Confocal Microscope
Sero, J., Cevik, V., Gurevich, D., Jungwirth, U., Kelsh, R., Koumanov, F., Kyprianou, A., Laabei, M., Licchesi, J., Murrell, A., Pascu, S., Turner, L., Walko, G., Ward, A., Ward, S., Williams, R. & Zachariadis, M.
Biotechnology and Biological Sciences Research Council
1/08/22 → 31/07/23
Project: Research council
-
Shape modelling for predicting risk of early onset hip osteoarthritis
Shardlow, T., Gill, R., Kyprianou, A. & Rambojun, A.
Engineering and Physical Sciences Research Council
4/07/22 → 3/07/23
Project: Research council
-
Innovate UK with BBFC
Padget, J., Kyprianou, A. & Namboodiri, V.
1/07/22 → 31/12/23
Project: Central government, health and local authorities
-
High impact chronic pain and UK biobank: presentation, transitions and targets for intervention
1/05/22 → 30/04/25
Project: Research council
-
An optimal stopping problem for spectrally negative Markov additive processes
Çağlar, M., Kyprianou, A. & Vardar-Acar, C., 31 Aug 2022, In: Stochastic Processes and their Applications. 150, p. 1109-1138Research output: Contribution to journal › Article › peer-review
-
Asymptotic moments of spatial branching processes
Gonzalez Garcia, I., Horton, E. & Kyprianou, A., 31 Dec 2022, In: Probability Theory and Related Fields. 184, 3-4, p. 805-858 54 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Monte-Carlo Methods for the Neutron Transport Equation
Cox, A. M. G., Harris, S. C., Kyprianou, A. E. & Wang, M., 31 Dec 2022, In: SIAM/ASA Journal on Uncertainty Quantification. 10, 2, p. 775-825 51 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile21 Downloads (Pure) -
Yaglom limit for critical nonlocal branching Markov processes
Kyprianou, A., Harris, S., Wang, M. & Horton, E., 30 Nov 2022, In: Annals of Probability. 50, 6, p. 2373–2408 36 p.Research output: Contribution to journal › Article › peer-review
-
A Lifetime of Excursions Through Random Walks and Lévy Processes
Chaumont, L. & Kyprianou, A. E., 30 Jul 2021, (E-pub ahead of print) A Lifetime of Excursions Through Random Walks and Lévy Processes. Chaumont, L. & Kyprianou, A. E. (eds.). Birkhauser, p. 1-11 11 p. (Progress in Probability; vol. 78).Research output: Chapter or section in a book/report/conference proceeding › Chapter or section