19962020

Research output per year

If you made any changes in Pure these will be visible here soon.

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

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

    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

    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

    Stochastic Methods for the Neutron Transport Equation II: Almost sure growth.

    Horton, E., Kyprianou, A. & Harris, S., 4 Mar 2020, (Acceptance date) In : Annals of Applied Probability.

    Research output: Contribution to journalArticle

    Open Access

    Conditioned real self-similar Markov processes

    Kyprianou, A., Rivero Mercado, V. & Satitkanitkul, W., 1 Mar 2019, In : Stochastic Processes and their Applications. 129, 3, p. 954-977 24 p.

    Research output: Contribution to journalArticle

    Open Access
    File
  • 4 Citations (Scopus)
    18 Downloads (Pure)

    Thesis

    Asymptotic properties of fragmentation processes

    Author: Knobloch, R., 1 Jan 2011

    Supervisor: Kyprianou, A. (Supervisor) & Harris, S. (Supervisor)

    Student thesis: Doctoral ThesisPhD

    File

    Branching Diffusions on the Boundary and the Interior of Balls

    Author: Hesse, M., 17 Dec 2013

    Supervisor: Kyprianou, A. (Supervisor) & Harris, S. (Supervisor)

    Student thesis: Doctoral ThesisPhD

    File

    Fragmentation-Coalescence Processes: Theory and Applications

    Author: Pagett, S., 26 Apr 2017

    Supervisor: Rogers, T. (Supervisor) & Kyprianou, A. (Supervisor)

    Student thesis: Doctoral ThesisPhD

    File

    Optimal Stopping Problems for the Maximum Process

    Author: Ott, C., 31 Dec 2013

    Supervisor: Kyprianou, A. (Supervisor)

    Student thesis: Doctoral ThesisPhD

    File

    SDEs for embedded successful genealogies

    Author: Fekete, D., 2 Oct 2019

    Supervisor: Kyprianou, A. (Supervisor), Pardo, J. C. (External person) (Supervisor) & Morters, P. (Supervisor)

    Student thesis: Doctoral ThesisPhD

    File