Andreas Kyprianou
Professor of Probability Theory
Director of the Probability Laboratory at Bath (Prob-L@B)
Co-director of the EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa)
Participating member the Bath-UNAM-CIMAT (BUC) Research Platform

I am a mathematician working at the Department of Mathematical Sciences, University of Bath with specialism in pure and applied probability. My research interests predominantly span the following topics:

Anything which can be proved in a beautiful way using a martingale
Branching Processes, Branching Diffusions and Superprocesses.
Fragmentation and Coalescence
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
Monte-Carlo simulation of stochastic processes

By clicking on the tabs on the top banner you can find out more about my work.





Articles '95-'09


Branching Random Walk: Seneta-Heyde norming. (with J.D. Biggins)
In Trees (B.Chauvin, S. Cohen, and A. Rouault, eds) Birkhaser, Basel, 1995.

Seneta-Heyde norming in the branching random walk. (with J.D. Biggins).
Annals of Probabability (1997) 25, 337-360.

Slow variation and uniqueness of solutions to the functional equation in the branching random walk.
Journal of Applied Probability (1998) 35, 795-802.

A note on branching Lévy processes.
Stochastic Processes and their Applications (1999) 82, 1-14.

Martingale Convergence and the Stopped Branching Random Walk.
Probability Theory and Related Fields (2000) 116, 405--419.

Martingale convergence and the functional equation in the multi-type branching random walk. (with A. Rahimzadeh Sani).
Bernoulli. (2001) 7(4), 593--604.

A note on the alpha-quantile option. (with Laura Ballotta).
Applied Mathematical Finance (2001) 8, 137--144.

Perpetual options and Canadization through fluctuation theory. (with Martijn Pistorius).
Annals of Applied Probability (2003) 13(3), 1077-1098.

Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. (with B. Hambly and G.Kersting)
Stochastic Processes and their Applications (2003) Vol 108/2 pp 327-343.

Some calculations for Israeli options.
Finance and Stochastics. (2004) 8, 73 - 86.

Local extinction versus local exponential growth for spatial branching processes. (with Janos Englander)
Annals of Probability (2004) 32, 78-99.

Exit problems for spectrally negative Lévy processes adn applications to (Canadized) Russian options. (with F.Avram and Martijn Pistorius).
Annals of Applied Probability (2004) 14(1), 215-238.

Travelling wave solutions to the K-P-P equation: alternitives to Simon Harris' probabilistic analysis.
Annales de l'Instut Henri Poincaré. (2004) 40(1), 53-72.

Ruin probabilties and overshoots for general Lévy insurance risk process. (with C. Kluppelberg and Ross Maller).
Annals of Applied Probability. (2004) 14(4), 1766-1801.

Measure change in multitype branching. (with J.D. Biggins).
Advances in Applied Probability (2004) 36(2) 544-581.

A martingale review of some fluctuation theory for spectrally negative Lévy processes. (with Z. Palmowski).
Séminaire de Probabilité XXXVIII, 16-29.

Further calculations for Israeli options. (with Erik Baurdoux).
Stochastics. (2004) 76, 549-569.

Asymptotic radial speed of the support of supercritical branching Brownian motion and super-Brownian motion in R^d.
Markov Processes and Related Fields. (2005) 11, 145-156.

Finite expiry Russian options. (with Kees van Schaik and Hans Duistermaat).
Stochastic Processes and their Applications. (2005) Vol 115/4, 609-638..

Lévy processes in finance distinguished by their coarse and fine path properties. (with Ronnie Loeffen).
In Exotic option pricing and advanced Lévy models. Eds. A. Kyprianou, W. Schoutens and P. Wilmott. Wiley, 2005.

The smoothing transform: the boundary case. (with J.D. Biggins).
Electronic Journal of Probability (2005) 10, 609-631.

Some remarks on first passage of Lévy process, the American put and pasting principles. (with Larbi Alili).
Annals of Applied Probability (2005) 15, 2062--2080.

On the Novikov-Shiryaev optimal stopping problem in continuous time. (with B. Surya).
Electronic Communications in Probability (2005) 10, 146-154.

Further probabilistic analysis of the Fisher-Kolmogorov-Petrovskii-Piscounov equation: one sided travelling waves. (with John Harris and S. C. Harris).
Annales de l'Instut Henri Poincaré (2006), 42, 125-145.

Overshoots and Undershoots of Lévy process (with Ron Doney).
Annals of Applied Probability (2006) 16, 91-106.

First passage of reflected strictly stable processes.
ALEA (2006) 2, 119-123.

On extreme ruinous behaviour of Lévy insurance risk processes. (with C. Kluppelberg).
Journal of Applied Probability (2006) 43, 594-598.

Quasi-stationary distributions for Lévy process. (with Z. Palmowski).
Bernoulli (2006) 12, 571-581.

Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels. (with B. Surya).
Finance and Stochastics (2007) 11, 131-152.

Pricing Isreali options: a pathwise approach. (with C. Kuhn and K. van Schaik).
Stochastics (2007) 79, 117-137.

Distributional study of De Finetti's dividend problem for a general Lévy insurance risk process. (with Z. Palmowski)
Journal of Applied Probability. (2007) 44, 428-443.

A note on the change of variable formula with local time-space for bounded variation Lévy processes. (With B. Surya).
Séminaire de Probabilité XL. 97-105.

Callable puts as composite exotic options. (with C. Kuhn).
Mathematical Finance (2007) 17, 487-502.

The McKean stochastic game driven by a spectrally negative Lévy process. (with Erik Baurdoux).
Electronic Journal of Probability. (2008) Paper no. 8, 173-197.

Fluctuations of spectrally negative Markov Additive Processes. (with Z. Palmowski).
Séminaire de Probabilité XLI. 121-135.

On the parabolic generator of a general one-dimensional Lévy process. (with Nathalie Eisenbaum).
Electronic Communications in Probability (2008) Paper no. 20, 198-209.

Special, conjugate and complete scale functions for spectrally negative Lévy processes. (with V. Rivero).
Electronic Journal of Probability (2008) Paper no 57, 1672-1701.

Continuous state branching processes and self-similarity. (with Juan Carlos Pardo).
Journal of Applied Probability (2008) 45 (4), 1140-1160.

Analysis of stochastic fluid queues driven by local time processes. (with Takis Konstantopoulos, Paavo Salminen and Marina Sirvio (née Kozlova)).
Advances of Applied Probability (2008) vol. 40 (4), 1072-1103.

Branching processes in random environment die slowly. (with V.Vatutin).
Discrete Mathematics & Theoretical Computer Science Proceedings Fifth Colloquium on Mathematics and Computer Science (2008) 375-396.

Some explicit identities associated with positive self-similar Markov processes. (with Loic Chaumont and Juan Carlos Pardo).
Stochastic Processes and Their Applications (2009) 119/3, 980-1000.

The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. (with Erik Baurdoux).
Theory of Probability and Its Applications (Teoriya Veroyatnostei i ee Primeneniya) (2009) 53, 481-499..

General tax structures and the Lévy insurance risk model. (with Xiaowen Zhou).
Journal of Applied Probability (2009) 46, 1146-1156.






Articles '10-


A note on scale functions and the time value of ruin for Lévy insurance risk processes. (with Enrico Biffis).
Insurance Mathematics and Economics (2010) 46, 85-91.

Refracted Lévy processes. (with R. Loeffen).
Annales de l'Instut Henri Poincaré (2010), 46, 24-44.

Strong law of large numbers for fragmentation processes. (with S.C. Harris and R.Knobloch).
Annales de l'Instut Henri Poincaré (2010) 46, 119-134..

Strong law of large numbers for branching diffusions. (with Janos Englander and Simon Harris).
Annales de l'Instut Henri Poincaré (2010), 46, 279-298.

The Wiener-Hopf decomposition.
Encyclopedia of Quantitative Finance, published by Wiley.

Lévy processes.
Encyclopedia of Quantitative Finance, published by Wiley.

Exact and asymptotic n-tuple laws at first and last passage. (with V. Rivero and Juan Carlos Pardo).
Annals of Applied Probability (2010), Vol. 20, No. 2, 522-564.

Convexity and smoothness of scale functions and de Finetti's control problem. (with V. Rivero and Renming Song).
Journal of Theoretical Probability (2010) 23, 547-564.

Old and new examples of scale functions for spectrally negative Lévy processes. (with F. Hubalek).
Sixth Seminar on Stochastic Analysis, Random Fields and Applications, eds R. Dalang, M. Dozzi, F. Russo. Progress in Probability, Birkhäuser (2010) 119-146.

The Gapeev--Kühn stochastic game driven by a spectrally positive Lévy process. (with Erik Baurdoux and Juan Carlos Pardo).
Stochastic Processes and their Applications (2011) 121/6, 1266-1289.

The prolific backbone for supercritical superdiffusions. (with Julien Berestycki and Antonio Murillo).
Stochastic Processes and their Applications (2011) 121/6, 1315-1331.

A Ciesielski-Taylor type identity for positive self-similar Markov processes (with Pierre Patie).
Annales de l'Instut Henri Poincaré (2011) 47/3, 917-928.

Smoothness of scale functions for spectrally negative Lévy processes (with Terence Chan and Mladen Savov).
Probability Theory and Related Fields (2011) 150, 691-708.

On the excursions of reflected local time processes and stochastic fluid queues. (with Takis Konstantopoulos and Paavo Salminen).
Journal of Applied Probability (2011), 48A, 79-98.

Travelling waves and homogeneous fragmentation (with Julien Berestycki and Simon Harris).
Annals of Applied Probability. (2011) 21, 1749-1794.

A Wiener-Hopf Monte Carlo simulation technique for Lévy process (with Alexey Kuznetsov, Juan Carlos Pardo and Kees van Schaik).
Annals of Applied Probability. (2011) 21, 2171-2190.

Backbone decomposition for continuous-state branching processes with immigration. (with Yanxia Ren).
Statistics and Probability Letters. (2012) 82, 139-144.

Fluctuation theory and exit systems for positive self-similar Markov processes (with Loic Chaumont, V. Rivero and Juan Carlos Pardo).
Annals of Probability (2012) 40, 245-279.

Optimal control with absolutely continuous strategies for spectrally negative Lévy processes. (with Ronnie Loeffen and Jose-Luis Pérez).
Journal of Applied Probability (2012) 49, 150-166.

An optimal stopping problem for fragmentation processes. (with Juan Carlos Pardo).
Stochastic Processes and their Applications. (2012) 122, 1210-1225.

Meromorphic Lévy processes and their fluctuation identities (with Alexey Kuznetsov, Juan Carlos Pardo).
Annals of Applied Probability. (2012) 22, 1101-1135.

Supercritical super-Brownian motion with a general branching mechanism and travelling waves (with Antonio Murillo-Salas, Rongli Liu and Yanxia Ren).
Annales de l'Instut Henri Poincaré. (2012) 48, 661-687.

Super-Brownian motion: Lp-convergence of martingales through the pathwise spine decomposition. (with Antonio Murillo-Salas).
In Advances in Superprocesses and Nonlinear PDEs Series: Springer Proceedings in Mathematics & Statistics, Vol. 38 Englander, Janos; Rider, Brian C. (Eds.), 2013.

An application of the backbone decomposition to supercritical super-Brownian motion with a barrier. (with Antonio Murillo-Salas and Jose-Luis Pérez).
Journal of Applied Probability. (2012) 49, 671-684.

Spectrally negative Lévy processes perturbed by functionals of their running supremum (with Curdin Ott).
Journal of Applied Probability (2012) 49, 1005-1014.

On optimal dividends in the dual model (with Erhan Bayraktar and Kazutoshi Yamazaki).
ASTIN Bulletin (2013) 43, 359-372.

Pricing of Contingent Convertibles under Smile Conform Models. (with José Manuel Corcuera, Jan de Spiegeleer, Albert Ferreiro-Castilla, Dillip Madan and Wim Schoutens).
Journal of Credit Risk (2013) 9(3), 121-140.

Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (with Albert Ferreiro-Castilla, Rob Scheichl and Gowri Suryanarayana).
Stochastic Processes and its Applications (2014) 124, 985-1010.

Optimal dividends in the dual model under transaction costs (with Erhan Bayraktar and Kazutoshi Yamazaki).
Insurance: Mathematics and Economics (2014) 54, 133-143.

Hitting distributions of alpha-stable processes via path censoring and self-similarity (with Juan Carlos Pardo and Alex Watson).
Annals of Probability. (2014) 42, 398-430.

A capped optimal stopping problem for the maximum process (with Curdin Ott).
Acta Applicandae Mathematicae. (2014) 129, 147-174.

The total mass of super-Brownian motion upon exiting balls and Sheu's compact support condition. (with Marion Hesse).
Stochastic Processes and its Applications (2014), 124, 2003-2022.

The hitting time of zero for a stable process (with Alexey Kuznetsov, Juan Carlos Pardo and Alex Watson).
Electronic Journal of Probability (2014) 19, 1-26.

Survival of homogenous fragmentation processes with killing. (with Robert Knobloch).
Annales de l'Instut Henri Poincaré(2014) 50, 476-491.

New families of subordinators with explicit transition probability semigroup. (with James Burridge, Mateusz Kwasnicki, Alexey Kuznetsov.).
Stochastic Processes and their Applications (2014) 124, 3480-3495.

Occupation times of refracted Lévy processes (with Juan Carlos Pardo and Jose-Luis Pérez).
Journal of Theoretical Probability. (2014) 27, 1292-1315.

The extended hypergeometric class of Lévy processes (with Juan Carlos Pardo and Alex Watson).
Journal of Applied Probability. (2014) 51A, 391-408.

The backbone decomposition for spatially dependent supercritical superprocesses (with Jose-Luis Pérez and Yanxia Ren).
Séminaire de Probabilité XLVI. (2015) 33-60.

Potentials of stable processes (with Alex Watson).
Séminaire de Probabilité XLVI. (2015) 333-344.

Spines, skeletons and the Strong Law of Large Numbers for superdiffusions (with Maren Eckhoff and Matthias Winkel).
Annals of Probability. (2015), Vol. 43, No. 5, 2594-2659.

Branching Brownian motion in a strip: survival near criticality. (with Simon Harris and Marion Hesse).
Annals of Probability. (2016) Vol. 44, No. 1, 235-275.

An Euler-Poisson Scheme for Lévy driven SDEs (with Albert Ferreiro-Castilla and Rob Scheichl).
Journal of Applied Probability. (2016), 53, 262-278.

UK universities find a cash cow in the financial fall-out
The Conversation. (See also the longer version: The UK financial mathematics M.Sc.)

Deep factorisation of the stable process.
Electronic Journal of Probability. (2016), Volume 21 paper no. 23, 1-28..

More on hypergeometric Lévy processes (with Emma Horton).
Advances in Applied Probability (2016) 48A, 153 - 158.

Optimal prediction for positive self-similar Markov processes (With Erik Baurdoux and Curdin Ott).
Electronic Journal of Probability. (2016) Volume 21 paper no. 48, 1-24.

The largest fragment of a homogeneous fragmentation process (With Peter Mörters and Francis Lane).
Journal of Statistical Physics. (2017) 166, 1226-1246.

Perpetual integrals for Lévy processes (with Leif Döring).
To appear in Journal of Theoretical Probability.

Real self-similar Markov processes started from the origin (with Steffen Deriech and Leif Döring).
To appear in Annals of Probability.

Conditioned subordinators and applications. (with Victor Rivero, and Bati Sengul ).
To appear in Stochastic Processes and their Applications.

A phase transition in excursions from infinity of the "fast" fragmentation-coalescence process. (with Steven Pagett, Tim Rogers and Jason Schweinsberg).
To appear in Annals of Probability.

Deep factorisation of the stable process II: potentials and applications. (with Victor M. Rivero and Bati Sengul).
To appear in Annales de l'Instut Henri Poincaré.






Electronic Slides


Old and new examples of scale functions for spectrally negative Lévy processes

De Finetti's Control Problem and Spectrally Negative Lévy Processes.

Refracted Lévy processes.

The n-tuple laws.

Smoothness properties of scale functions for spectrally negative Lévy processes.

Travelling waves and homogeneous fragmentation.

Backbone decomposition for superprocesses and applications.

Meromorphic Lévy processes (and a new Wiener-Hopf simulation method).

A Ciesielski-Taylor type identity for positive self-similar Markov processes.

Spines, backbones and orthopedic surgery.

Censored stable processes.

Gerber-Shiu Theory.

Multil-level Weiner-Hopf Monte-Carlo simulation for Levy processes. (Shorter version)

Capped American Lookback.

Law of the time to absorption at zero of a (not-necessarily) symmetric stable Lévy process.

Strong law of large numbers for supercritical super-diffusions.

Imperial branching.

New families of subordinators with explicit transition probability semigroup.

The mass of super-Brownian motion upon exiting balls and Sheu's compact support condition.

Self-similar Markov processes

The UK financial mathematics MSc

Deep factorisation of the stable process. (See also Torino 1 and Torino 2.)

Terrorists never congregate in even numbers

Deep factorisation of the stable process and amplitudal reflection of the stable process.

Sphere stepping algorithms for Dirichlet-type problems with the fractional Laplacian.

Stable processes through the theory of self-similar Markov processes.





Long-term visitors


Prof. Vladimir Vatutin (Steklov Institute, Russia) [May-June 2006] Click here for his lectures.
Funded by EPSRC: EP/D064988/1

Prof. Janos Englander (Santa Barbara, USA) [July-August 2007: EPSRC] Click here for more on his lectures and activities around his visit.
Funded by EPSRC: EP/E05448X/1

Prof. Goetz Kersting (Frankfurt, Germany) [July 2007] Click here for more on his lecture and activities around his visit.
Funded by EPSRC: EP/E05448X/1

Prof. Renming Song (Illinois, USA) [December 2007]
Funded by EPSRC: EP/E047025/1

Prof. Victor Rivero (CIMAT, Mexico) [April - June 2008]
Funded by The Royal Society

Prof. Julien Berestycki (Paris VI) [March - September 2009]
Funded by Royal Society and BICS

Prof. Victor Rivero (CIMAT, Mexico) [Oct 2014 - Sept 2015]
Funded by EPSRC: EP/M001784/1

Prof. Juan Carlos Pardo (CIMAT, Mexico) [Sept 2015 - Sept 2018]
Funded by Newton International Fellowship





Research Group


Current PhD Students

Steven Pagett (2013-2016)

Francis Lane (2013-2017)

Weerapat Satitkanitkul (2015-2019)

Dorottya Fekete (2015-2018)

Emma Horton (2016-2020)

Current postdocs

Sandra Palau (2017-2019)

Funded by a Newton International Fellowship

Ting Yang (2017)

Funded by EPSRC, UK




Former postdocs

Z. Palmowski (2004-2005 Utrecht) and (2006-2007 Bath)

Funded by NWO, Netherlands

Peter Andrew (2004-2006 Utrecht and Heriot Watt)

Funded by NWO, Netherlands

Juan Carlos Pardo (2007-2009 Bath)

Funded by a EPSRC, UK

Kees van Schaik (2009-2010 Bath)

Funded by a AXA Research Fund, UK

Antonio Murillo-Salas (2009-2011 Bath)

Funded by CONACyT, Mexico

Élie Aidekon (2009 Bath)

Visiting from École Normale Supérieure, France

Jose Luis Garmendia Pérez (2010-2012 Bath)

Funded by CONACyT, Mexico

Albert Ferreiro-Castilla (2012-2014 Bath)

Funded by a Royal Society Newton International Fellowship, UK

Bati Sengul (2014-2016 Bath)

Funded by a EPSRC, UK





Editorial Work


Journal Editorial Work

I am pleased to serve the community through editorial work.

Advances in Applied Probability [2006-present]

Journal of Applied Probability [2006-present]

Stochastics: An International Journal of Probability and Stochastic Processes. [2006-present]

ALEA: Latin American Journal of Probability and Mathematical Statistics. [2012-2014]

I am also the corresponding editor for submissions in probability for

Acta Applicandae Mathematicae. [2011-present]

Please see my invitation here to you to submit you work to Acta AM.

Book Editorial Work

I also serve as series editor for three book series. I will be more than happy to hear from you if you have a suggestion for a book project.

Springer: Stochastic Modelling and Applied Probability.

Birkhäuser: Probability and its Applications.

Birkhäuser: Progress in Probability.





Acta Applicandae Mathematicae


Dear Colleagues, I am writing to encourage you to consider the following venue when submitting your forthcoming articles for peer reviewed publication:

Acta Applicandae Mathematicae

Covering a large spectrum from modeling to qualitative analysis and computational methods, Acta Applicandae Mathematicae contains papers on different aspects of the relationship between theory and applications, ranging from descriptive papers on actual applications meeting contemporary mathematical standards to proofs of new and deep theorems in applied mathematics.

Responding to the ever more elaborate and deep rooted connections between probability theory and other fields of mathematics as well as the important role that probability plays in stochastic modelling across, for example, the physical, biological, engineering and economic sciences, Acta Applicandae Mathematicae would like to encourage a greater contribution to its portfolio of published material that is underpinned by probability theory.

From January 2011, I have taken on the role of Corresponding Editor with the primary function of dealing with probabilistic submissions. Amongst the supporting editorial board are to be found:

Julien Berestycki (Oxford, UK and Paris VI, France),
Svetlana Boyarchenko (University of Texas at Austin, USA),
Robert Dalang (EPFL, Switzerland), Ben Hambly (Oxford University, UK),
Steffen Dereich (Munster, Germany),
Ioannis Kontoyiannis (Athens University of Economics & Business, Greece),
Arturo Kohatsu-Higa (Osaka University, Japan).

Because Acta Applicandae Mathematicae receives submissions from a broad range of mathematical disciplines, all papers will be refereed to a very high standard. Recent examples of material that has been published include:

Häggström, O. (2012) A Pairwise Averaging Procedure with Application to Consensus Formation in the Deffuant Model.
Acta Applicandae Mathematicae, Volume 119, Issue 1, pp 185-201.

Kuznetsov, A. and Pardo, J.C. (2013) Fluctuations of Stable Processes and Exponential Functionals of Hypergeometric Lévy Processes.
Acta Applicandae Mathematicae, Volume 123, Issue 1, pp 113-139.

Liu, R-L., Ren, Y-X. and Song, R. (2013) Strong Law of Large Numbers for a Class of Superdiffusions.
Acta Applicandae Mathematicae, Volume 123, Issue 1, pp 73-97.

Fu, H., Liu, J. and Wan, L. (2013) Hyperbolic Type Stochastic Evolution Equations with Lévy Noise
Acta Applicandae Mathematicae, Volume 125, Issue 1, pp 193-208.

Vigon, V. (2013) LU-factorization versus Wiener-Hopf factorization for Markov chains.
Acta Applicandae Mathematicae, Volume 128, Issue 1, pp 1-37.

Bojdecki, T., Gorostiza, L.G. and Talarczyk, A. (2013) Oscillatory Fractional Brownian Motion.
Acta Applicandae Mathematicae, Volume 127, Issue 1, pp 193-215.

Deriech, S. and Moerters, P. (2013) Emergence of condensation in Kingman's model of selection and mutation.
Acta Applicandae Mathematicae, Volume 127, Issue 1, pp 17-26.

Kyprianou, A.E. and Ott, C. (2014) A capped optimal stopping problem for the maximum process.
Acta Applicandae Mathematicae, Volume 129, Issue 1, pp 147-174.

Ren, Y-X., Song, R., and Zhang, R. (2014) Central Limit Theorems for Super Ornstein-Uhlenbeck Processes.
Acta Applicandae Mathematicae, Volume 130, Issue 1, pp 9-49.

Chaumont, L., Bourget, R. and Sapoukhina, N. (2014) Exponentiality of first passage times of continuous time Markov chains.
Acta Applicandae Mathematicae, Volume 131, Issue 1, pp 197-212.

Baurdoux, E. and Schaik van K. (2014) Predicting the time at which a Lévy process attains its ultimate supremum.
Acta Applicandae Mathematicae, Volume 134, Issue 1.pp 21-44.

Bocharov, S. and Harris, S.C. (2014) Branching Brownian Motion with catalytic branching at the origin.
Acta Applicandae Mathematicae, Volume 134, Issue 1, pp 201-228.

Le Doux Mbele Bidima, M. and Rasonyi, M. (2015) Asymptotic Exponential Arbitrage and Utility-Based Asymptotic Arbitrage in Markovian Models of Financial Markets.
Acta Applicandae Mathematicae, Volume 138, Issue 1, pp 1-15.

Iksanov, A., Topchii, V. and Vatutin, V. (2015) A two-type Bellman--Harris process initiated by a large number of particles.
Acta Applicandae Mathematicae, Volume 138, Issue 1, pp 279-312.

Li, Y., Wang, R. and Zhang, S. (2015) Moderate deviations for a stochastic heat equation with spatially correlated noise.
Acta Applicandae Mathematicae, Volume 139, Issue 1, pp 59-80.

Caraballo, T., Hammami, M.A. and Mchiri, M. (2016) Practical stability of stochastic delay evolution equations.
Acta Applicandae Mathematicae, Volume 142, Issue 1, pp 91-105.

Gün, O. and Yilmaz, A. The Stochastic Encounter-Mating Model.
Acta Applicandae Mathematicae, to appear.

Ren, Y-X, Song, R. and Zhang, R. Functional Central Limit Theorems for Supercritical Superprocesses.
Acta Applicandae Mathematicae, to appear.

Chen, Z-Q. and Kim, P. Global Dirichlet Heat Kernel Estimates for Symmetric Lévy Processes in Half-Space.
Acta Applicandae Mathematicae, to appear.

As with most journals Acta Applicandae Mathematicae is electronically managed and all submissions are encouraged through the webtool at the following URL:

http://www.editorialmanager.com/acap/

Further details on the submission format can also be found at

http://www.springer.com/mathematics/journal/10440

All this information is accessible from clearly visible links on the main webpage indicated at the beginning of this message. Please do not hesitate to contact me should you wish further information. It remains to say that Acta Applicandae Mathematicae looks forward to handling your submission.

On behalf of the editorial board,

Andreas Kyprianou





Bio


In 1993 I graduated with a first class honours Bachelor of Arts in Mathematics from the University of Oxford, where I studied at St. Anne's College. In 1996 I graduated from the School of Mathematics and Statitics, Sheffield University with Ph.D. in Probability Theory under the supervision of John Biggins. I then worked for six months at the Department of Statistics in the London School of Economics as a temporary lecturer. In 1997, I moved to The Netherlands where I worked for nearly two years for Shell International Exploration and Production as a mathematician in their Rijswijk research laboratories. I returned to academia at the end of 1998, where I took up a temporary lectureship at the School of Mathematics, Edinburgh University. There, I ran one of the UK's first MSc programmes in Mathematical Finance. At the turn of the Millennium, I moved back to The Netherlands where I worked at the Mathematical Institute at Utrecht Univeristy as a "Mathematics in Focus" research fellow with the tile of univeristeit docent (assistant professor). I spent over five very happy years there, during which time I obtained tenure. In mid 2005, I moved back to the UK. Initially I took a readership at The School of Mathematical and Computer Science, Heriot Watt in Edinburgh, but after a year, in 2006, I moved to a readership at in my current department at the University of Bath. In 2008, I became a full professor, around which time, together with colleagues, I began working on building the Probability Laboratory at Bath (Prob-L@B) and continue to do so today. For two months in 2010 I was visiting professor at the Mathematics Department, Université Libre de Bruxelles and between August 2012 and February 2013, I was visiting professor at the Institute for Mathematical Research, ETH Zürich. Since 2014 I hold a visiting professorship at CIMAT, Mexico, where I visit, on average, every 3-6 months. In 2014, following the award of a (circa) 4 million pound grant from EPSRC, on which I serve as PI, I became co-director of the EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa). In 2015, together with numerous colleagues, I began working on the Bath-UNAM-CIMAT (BUC) research platform. Since 2015, I have also been working with a broad range of mathematicians, statisticians and data scientists on the International Mathematics and Statistical Research Collaboration with Mongolia.