Professor Andreas Kyprianou Professor Andreas Kyprianou
Andreas is interested in Lévy and self-similar Markov processes as well as stochastic particle processes which branch and coalesce. He's Co-Director of SAMBa.
Contact details
a.kyprianou@bath.ac.uk 01225386200
Research
- Lévy processes in probability models
- analysis of self-similar Markov processes
- branching and coalescing structures
- anything which can be proved in a beautiful way using a martingale
- optimal stopping problems, stochastic games and stochastic control problems
This person is available to supervise research degree projects
Publications
Role
Related posts
- Co-Director of the Probability Laboratory
- Co-director of the EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa)