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

Open position: Professor of Probability

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
• EPSRC Symposium Workshop - Optimal stopping, optimal control and finance. Warwick 16th - 20th July 2012
• Mathematical Finance and Related Issues, Kyoto, Japan 2nd - 5th September 2012

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.