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.
Fingerprint Dive into the research topics where Andreas Kyprianou is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 2 Similar Profiles
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
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
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
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
Entrance laws at the origin of self-similar Markov processes in high dimensions
Kyprianou, A., Rivero Mercado, V., Sengul, B. & Yang, T., 3 Jul 2020, In : Transactions of the American Mathematical Society. 57 p.Research output: Contribution to journal › Article
Open Access
File
9
Downloads
(Pure)
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