19962020

Research output per year

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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

Dynamic coalescent models with seedbanks

Kyprianou, A., Rogers, T., Siri-Jégousse, A. & Velasco, L. P.

1/02/2031/12/21

Project: Research-related funding

Wolfson Merit Award

Kyprianou, A.

The Royal Society

1/02/1831/01/23

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 journalArticle

    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 journalArticle

    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 journalArticle

    Open Access
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    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 journalArticle

    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 journalArticle