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
-
Made Smarter Innovation - People-Led Digitalisation
Newnes, L., Barzotto, M., Battarra, M., Brace, C., Burke, R., Davidson, M., Dhokia, V., Edwards, B., Fai, F., Flynn, J., Giannikas, V., Hintermair, U., Kyprianou, A., Larkin, C., Loukaides, E., McManus, M., Pearce, N., Shepherd, P., Shokrani Chaharsooghi, A., Tomlinson, P., Zhang, N., Carey, E., Ehrhardt, B., Garcia Lazaro, A. & Lattanzio, S.
Engineering and Physical Sciences Research Council
1/09/21 → 28/02/25
Project: Research council
-
Psychosocial mechanisms of chronic pain
Keogh, E., Eccleston, C., Fincham Haines, T., Fisher, E., Jordan, A., Kyprianou, A. & Lutteroth, C.
1/07/21 → 30/06/25
Project: Research council
-
Random fragmentation-coalescence processes out of equilibrium
Engineering and Physical Sciences Research Council
30/03/20 → 29/03/23
Project: Research council
-
-
Asymptotic moments of spatial branching processes
Gonzalez Garcia, I., Horton, E. & Kyprianou, A., 25 Apr 2022, (E-pub ahead of print) In: Probability Theory and Related Fields.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., 4 Jan 2022, (Acceptance date) In: SIAM/ASA Journal on Uncertainty Quantification.Research output: Contribution to journal › Article › peer-review
File2 Downloads (Pure) -
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 in Book/Report/Conference proceeding › Chapter
-
An optimal stopping problem for spectrally negative Markov additive processes
Çağlar, M., Kyprianou, A. & Vardar-Acar, C., 1 Jul 2021, (E-pub ahead of print) In: Stochastic Processes and their Applications.Research output: Contribution to journal › Article › peer-review
-
A Transformation for Spectrally Negative Lévy Processes and Applications
Chazal, M., Kyprianou, A. E. & Patie, P., 30 Jul 2021, (E-pub ahead of print) A Lifetime of Excursions Through Random Walks and Lévy Processes . Chazal, M., Kyprianou, A. E. & Patie, P. (eds.). Cham, Switzerland: Birkhauser, p. 157-180 24 p. (Progress in Probability; vol. 78).Research output: Chapter in Book/Report/Conference proceeding › Chapter