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 Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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## Projects 2007 2023

### Rutherford Fund Strategic Partner Grant

31/03/18 → 30/03/19

Project: Central government, health and local authorities

### Stochastic Analysis of the Neutron Transport Equation and Applications to Nuclear Safety

Kyprianou, A., Cox, A. & Harris, S.

16/05/17 → 15/05/20

Project: Research council

### 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 › PGR Training Grant

### GCRF - Exploring Policy Interventions to Reduce the Health Impact of Air Pollution in Ulaanbaatar

Barnett, J., Kyprianou, A., Shardlow, T., Douglas, S., Lloyd-Evans, J. & Durrant, H.

1/01/19 → 30/06/19

Project: Other › Internally Funded Research

## Research Output 1996 2018

### Conditioned real self-similar Markov processes

Kyprianou, A., Rivero Mercado, V. & Satitkanitkul, W., 18 Apr 2018, In : Stochastic Processes and their Applications.Research output: Contribution to journal › Article

### Deep factorisation of the stable process II: potentials and applications

Kyprianou, A., Rivero Mercado, V. & Sengul, B., 1 Feb 2018, In : Annales de l'Institut Henri Poincaré: Probabilités et Statistiques. 54, 1, p. 343-362Research output: Contribution to journal › Article

### Stable Lévy processes, self-similarity and the unit ball

Kyprianou, A. E., 2018, In : Alea. 15, 1, p. 617-690 74 p.Research output: Contribution to journal › Article

### Unbiased `walk-on-spheres' Monte Carlo methods for the fractional Laplacian

Kyprianou, A., Osojnik, A. & Shardlow, T., 1 Jul 2018, In : IMA Journal of Numerical Analysis. 38, 3, p. 1550-1578Research output: Contribution to journal › Article

### Universality in a class of fragmentation-coalescence processes

Kyprianou, A. E., Pagett, S. W. & Rogers, T., 1 May 2018, In : Annales de l'Institut Henri Poincaré: Probabilités et Statistiques. 54, 2, p. 1134-1151Research output: Contribution to journal › Article

## Thesis

## Asymptotic properties of fragmentation processes

Author: Knobloch, R., 1 Jan 2011Supervisor: Kyprianou, A. (Supervisor) & Harris, S. (Supervisor)

Student thesis: Doctoral Thesis › PhD

## 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

## Fragmentation-Coalescence Processes: Theory and Applications

Author: Pagett, S., 26 Apr 2017Supervisor: Rogers, T. (Supervisor) & Kyprianou, A. (Supervisor)

Student thesis: Doctoral Thesis › PhD

## Optimal Stopping Problems for the Maximum Process

Author: Ott, C., 31 Dec 2013Supervisor: Kyprianou, A. (Supervisor)

Student thesis: Doctoral Thesis › PhD

## Superprocesses and Large-Scale Networks

Author: Eckhoff, M., 26 Nov 2014Supervisor: Kyprianou, A. (Supervisor) & Morters, P. (Supervisor)

Student thesis: Doctoral Thesis › PhD