Andreas E. Kyprianou

1. The theory of scale functions for spectrally negative Le vy processes
   2011/04/07 by Alexey N. Kuznetsov∥, Kuznetsov, Alexey, Andreas E. Kyprianou +3 · 4 citations
   Computer Science · Mathematics · #Cellular Automata and Applications #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics
2. Meromorphic Levy processes and their fluctuation identities
   2010/04/26 by Alexey Kuznetsov, Kuznetsov, Alexey, Andreas E. Kyprianou +3 · 3 citations
   Economics, Econometrics and Finance · Mathematics · #60G50 #60G51 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #advanced mathematical theories
3. Monte-Carlo Methods for the Neutron Transport Equation
   2020/12/04 by Alexander M. G. Cox, Cox, Alexander M. G., Simon C. Harris +5 · 2 citations
   Engineering · Materials Science · Physics and Astronomy · #60J75 #60J80 #60J99 #82D75 #FOS: Mathematics #Graphite, nuclear technology, radiation studies #Nuclear Physics and Applications #Nuclear reactor physics and engineering #Numerical Analysis (math.NA) #Probability (math.PR)
4. Stochastic Methods for the Neutron Transport Equation I: Linear Semigroup asymptotics
   2018/10/03 by Emma Horton, Andreas E. Kyprianou, Horton, Emma +3 · 2 citations
   Engineering · Mathematics · #Nuclear reactor physics and engineering #Markov Chains and Monte Carlo Methods #Gas Dynamics and Kinetic Theory
5. Ruin Probabilities and Overshoots for General Levy Insurance Risk Processes
   2005/03/24 by Claudia Kluppelberg, Andreas E. Kyprianou, Ross A. Maller · 1 citation
   Mathematics · #math.PR #msc:60J30 #msc:60K05 #msc:60K15 #msc:90A46 #msc:60E07 #msc:60G17 #msc:60J15.
6. Convexity and smoothness of scale functions and de Finetti's control problem
   2008/01/13 by Andreas E. Kyprianou, Kyprianou, A. E., Víctor M. Hernández Rivero +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60G51 #60J99 #93E20 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistics Theory (math.ST) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
7. Strong Law of Large Numbers for branching diffusions
   2007/09/03 by János Engländer, Englander, Janos, Simon C. Harris +3 · 1 citation
   Mathematics · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Mathematical Dynamics and Fractals #Stochastic processes and financial applications
8. Entrance laws at the origin of self-similar Markov processes in high dimensions
   2018/12/05 by Andreas E. Kyprianou, Víctor M. Hernández Rivero, Kyprianou, Andreas E. +5 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
9. General path integrals and stable SDEs
   2020/12/14 by Sam Baguley, Baguley, Sam, Leif Doering +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60G52 #60H10 #60J25 #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
10. A Bayesian Inverse Approach to Proton Therapy Dose Delivery Verification
    2023/11/15 by Alexander M. G. Cox, Laura Hattam, Cox, Alexander M. G. +5 · 3 citations
    Physics and Astronomy · Biochemistry, Genetics and Molecular Biology · #Nuclear Physics and Applications #Spectroscopy Techniques in Biomedical and Chemical Research #Radiation Detection and Scintillator Technologies
11. Stochastic Methods for the Neutron Transport Equation II: Almost sure\n growth
    2019/01/01 by Simon C. Harris, Harris, Simon C., E Horton +3 · 1 citation
    Engineering · Mathematics · #60J75 #60J80 #60J99 #82D75 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Phase Equilibria and Thermodynamics #Probability (math.PR) #Stochastic processes and statistical mechanics
12. Entrance and exit at infinity for stable jump diffusions
    2018/02/05 by Leif Doering, Andreas E. Kyprianou, Doering, Leif +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Mathematical Dynamics and Fractals
13. Many-to-few for non-local branching Markov process
    2022/11/16 by Simon C. Harris, Emma Horton, Harris, Simon C. +5 · 1 citation
    Business, Management and Accounting · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
14. Stability of (sub)critical non-local spatial branching processes with and without immigration
    2024/07/07 by Emma Horton, Horton, Emma, Andreas E. Kyprianou +7 · 2 citations
    Mathematics · #Stochastic processes and statistical mechanics