A. E. Kyprianou: home

Andreas E. Kyprianou Professor of Probability Director of Prob-L@B Department of Mathematical Sciences The University of Bath Claverton Down Bath BA2 7AY UK. Tel: +44 (0) 1225 386200 Fax: +44 (0) 1225 386492 email: a.kyprianou -AT- bath.ac.uk

Gerber-Shiu Risk Theory: Nachdiplom Lectures ETH Zürich

Brownian motion or Lucretian motion?

Acta Applicandae Mathematicae: An invitation to submit.

Teaching:

• Graduate course: Lévy processes, the Wiener-Hopf factorisation and applications
• MA10211: Probability and Statistics I
• Graduate course: Lévy processes and continuous state branching processes
• Graduate course: Fragmentation and Coagulation processes
• Lecture notes on Lévy processes from Sonderborg, Denmark, August 2007
• Lecture notes on optimal stopping from 6th School of Probability and Stochastic Processes, Guanajuato, August 2009

Research Interests:

• Anything which can be proved in a beautiful way using a martingale
• Branching Processes, Fragmentation processes, Branching Diffusions and Superprocesses.
• Fixed point equations (smoothing transforms) and travelling waves
• Random Walks, Brownian motion, Lévy processes and Self-similar Markov processes
• Optimal stopping problems, stochastic games and stochastic control problems
• Elements of financial and insurance mathematics (which are related to the above)

Research output:

• The state of my research....(papers etc..)
• Electronic Talks

Meet me at:

• Symposium celebrating the 60th birthdays of Esa Nummelin, Paavo Salminen, and Esko Valkeila University of Helsinki 8 - 9 Dec 2011.
• National Chiao Tung University, Taiwan 4th - 11th March 2012
and National Centre for Theoretical Sciences (Tsing-Hua University)
• EPSRC Symposium Workshop - Optimal stopping, optimal control and finance. Warwick 16th - 20th July 2012
• SABBATICAL: Department of Mathematics, ETH Zurich, 2nd Aug 2012 - 26th January 2013
• Minicourse on binomial pricing models, Mongolian National University, 30th August 2012
• Mathematical Finance and Related Issues, Kyoto, Japan 2nd - 5th September 2012
• Center for the Study of Finance and Insurance, Osaka University, Japan 6th - 8th September 2012
• ETH Risk Day 2012, 14th September 2012, Zurich.
• Perspectives in Analysis and Probability. Conference in Honor of Freddy Delbaen September 24 - 28, 2012, Zurich
• Department of Mathematics and Statistics, University of Cyprus, 18th-21st September, 2012.
• Université Libre de Bruxelles, October 25-26, 2012.
• Geometry and Analysis of Random Processes, UK Probability Easter Meeting, 8 - 12 April 2013, Cambridge.
• Extremes in branching random walk and branching Brownian motion, 21 - 27 April 2013, Oberwolfach.
• Visiting professor, CIMAT, Mexico, 11th May - 2nd June 2013 .
• UK Mathematical Finance Workshop, 3 - 4rd June 2013, London.
• 7th Conference on Lévy Processes, Banach Centre Wroclaw, 15 -19 July 2013
• 36th Conference on Stochastic Processes and their Applications, Boulder Colorado 29th July - 2nd Aug 2013
• PRisMa, Technical University of Vienna. 27th September 2013
• Sheffield Probability Day. 9th October 2013
• Lévy processes and auto-similarity, 4 - 9th November, Tunis.

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