A. E. Kyprianou: home
50 new Ph.D. studentships for UK/EU students with entry 2014, 2015, 2016, 2017, 2018 at our newly EPSRC funded Centre for Doctoral Training in Statistical Applied Mathematics.
Please make sure you read the information on the SAMBa webpages before applying to understand the nature of the programme as well as to consider your eligibility for funding: see here.
Please do not write to me directly, but send your expression of interest to firstname.lastname@example.org
Please click here for material from the lectures and talks.
- 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
Meet me at:
- Australian National University, 20 - 31st Jan 2014, Canberra.
- IMPA, Brazil, 26th April - 3rd May 2014
- Montreal and Toronto (including SSC), 20 - 28th May.
- University of Hong Kong, 7 - 12th July 2014
- IIMAS, UNAM and CIMAT, Mexico, 19th - 31st Aug 2014.
- Banff 31st Aug - 8th Sept 2014.
- Columbia University, NYC, 18th - 24th November 2014.
- ETH Zurich, 12th - 16th January 2015.
- Universidad de Chile, 28th Feb - 8th March 2015.
- The Nick Bingosium, Imperial College, 23rd -29th March, 2015.
- Zurich Spring School on Lévy processes, 29 March - 4 April 2015.
- UNAM and CIMAT, Mexico 18th - 25th April, 2015.
- University of Turin and Collegio Carlo Alberto, 13 - 15 May, 2015.
Workshop on Le´vy Processes and their Applications, 28-29 May, 2015
- Peking University, 18th July - 25th July 2015.
- National University of Mongolia, 25th July - 9th August 2015.
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.
- ("Maths in Focus" research fellow) Department of Mathematics, Utrecht University.
- (Docent in wiskunde - assistant professor 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.
- (Visiting Professor) Département de Mathématique
Université Libre de Bruxelles.
- (Visiting Professor) Forschungsinsitute für Matematik, ETH Zürich..
- (Visiting Professor) CIMAT, Mexico.
a.kyprianou -AT- bath.ac.uk