Job Vacancies
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.
Last modified: June 2006
a.kyprianou -AT- bath.ac.uk