A. E. Kyprianou: home

Andreas E. Kyprianou Professor of Probability 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

Teaching:

• MA10211: Probability and Statistics I
• MA20036: Stochastic Processes
• 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 and Branching Diffusions
• 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:

• 6th Noon to noon meeting - University of Jyvaskyla, Finland, 2nd -- 3rd October, 2009.
• Colloque de statistique de Montréal 23 January, 2009
• Croatian Quants Day, Zagreb, Croatia, 17th April, 2009
• Conference is in honor of Professor Hans U . Gerber., Lausanne, 2 - 3 June, 2009.
• Workshop Spectral and Cubature Methods in Finance and Econometrics, University of Leicester, UK, 18- 20 June, 2009
• 2nd symposium on Optimal Stopping with Applications, Abo/Turku, Finland, 23 - 26, June 2009.
• International Conference Selfsimilar processes and their applications, Angers - 20 -- 24, July, 2009.
• 33rd Conference on Stochastic Processes and Their Applications, held in Berlin, 27- 31 July 2009.
(Sorry: I got swine flu instead and didn't go)
• 6th School of Probability and Stochastic Processes, Guanajuato, Mexico, 31st August - 4th September, 2009.
• Branching random walks and searching in trees Arriving Sunday, January 31 - February 5, 2010.

Links:

• Some places I have studied and worked
  • (Undergraduate) Mathematical Institute, University of Oxford, St. Anne's College.
  • (Postgraduate) Department of Probability and Statistics, University of Sheffield.
  • (Lecturer in probability and statistics) London School of Economics, Department of Statistics.
  • (Research mathematician) Shell Research Laboratories, Rijswijk.
  • (Lecturer in mathematics) School of Mathematics, University of Edinburgh.
  • (Docent/onderzoeker in wiskunde - lecturer/researcher in mathematics) Department of Mathematics, Utrecht University.
  • (Reader in probability) Department of Actuarial Mathematics and Statistics, Heriot Watt University.
  • (Reader in, and then Professor of probability) Department of Mathematical Sciences, University of Bath.
• Air sickness bag museum (Mine is exhibit 130).
• MONGOLTOUR-NOMT The only way to travel in Mongolia.