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.
Please click here for Uugnaa's short article on the history of Mongolian mathematics.
See also its appearance and commentary in Bernoulli news.
Please click here for the final report on the meeting.
- 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
Meet me at:
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.
- Imperial College London, 16th - 18th September 2015.
- Imperial College London, 30th October 2015.
- CIMAT (BUC1) and Merida, 7th - 21st November 2015.
- 29th November - 2nd December 2015, University of Cyprus
- 3rd - 4th December 2015, University of Lille 1
- CMM Chile, 9th-16th January 2016.
- UNAM (BUC2) and CIMAT, 19th-28th Feburary 2016.
- University of Torino, 2nd-15th April 2016.
- Koc University, Istanbul, 2nd-6th May 2016.
- CIMAT (BUC3), 14th-27th May 2016.
- Bath-Paris IV, AIHP, 27th-29th June 2016.
- Bernoulli World Congress and pre-meeting, Toronto, 7th-17th July 2016
- Levy 8, Angers, 25th-29th July 2016.
- CIMAT, 6th-24th August 2016.
- Stable Processes, CMO Oaxaca, 6th-11th November 2016.
- Peking University 15-17th November 2016.
- National University of Mongolia, 21st - 25th November 2016.
- CLAPEM, Costa-Rica, 5-9th December 2016.
- CIMAT, Mexico, 5th July - 5th August 2017
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