Edit Profile (opens in new tab) Kyprianou, Andreas E. Co-Author Distance Author ID: kyprianou.andreas-e Published as: Kyprianou, Andreas E.; Kyprianou, A. E.; Kyprianou, Andreas; Kyprianou, A. more...less External Links: MGP Documents Indexed: 140 Publications since 1996, including 6 Books and 12 Additional arXiv Preprints 3 Contributions as Editor Co-Authors: 98 Co-Authors with 129 Joint Publications 1,795 Co-Co-Authors all top 5 Co-Authors 14 single-authored 14 Pardo, Juan Carlos 14 Rivero, Víctor Manuel 11 Harris, Simon C. 11 Horton, Emma L. 6 Kuznetsov, Alexey 5 Döring, Leif 4 Baurdoux, Erik Jan 4 Biggins, J. D. 4 Chaumont, Loïc 4 Murillo-Salas, Antonio 4 Palau, Sandra 4 Palmowski, Zbigniew 4 Pérez Garmendia, Jose Luis 4 Ren, Yanxia 4 Rogers, Tim 4 Satitkanitkul, Weerapat 4 Watson, Alexander R. 3 Berestycki, Julien 3 Cox, Alexander Matthew Gordon 3 Ferreiro-Castilla, Albert 3 Ott, Curdin 3 Patie, Pierre 3 Scheichl, Robert 3 Şengül, Batı 3 Surya, Budhi Arta 3 Van Schaik, Kees 3 Wang, Minmin 2 Bayraktar, Erhan 2 Chazal, Marie 2 Eisenbaum, Nathalie 2 Engländer, János 2 Fekete, Dorottya 2 Fontbona, Joaquin 2 Gonzalez, Isaac 2 Hesse, Marion 2 Klüppelberg, Claudia 2 Knobloch, Robert 2 Konstantopoulos, Takis 2 Kuhn, Christoph 2 Kwaśnicki, Mateusz 2 Loeffen, Ronnie L. 2 Pagett, Steven W. 2 Peskir, Goran 2 Pistorius, Martijn R. 2 Saizmaa, Tsogzolmaa 2 Salminen, Paavo H. 2 Villemonais, Denis 2 Yamazaki, Kazutoshi 1 Alili, Larbi 1 Avram, Florin 1 Baguley, Sam 1 Ballotta, Laura 1 Biffis, Enrico 1 Burridge, James 1 Çağlar, Mine 1 Chan, Terence 1 Charalambous, Charalambos D. 1 Cohen, Serge 1 Dereich, Steffen 1 Doney, Ronald Arthur 1 Duistermaat, Johannes Jisse 1 Eckhoff, Maren 1 Hambly, Ben M. 1 Harris, John William 1 Jacka, Saul D. 1 Johnston, Samuel G. G. 1 Kersting, Götz-Dietrich 1 Lane, Francis 1 Liu, Rongli 1 Madaule, Thomas 1 Maller, Ross Arthur 1 Matache, Ana-Maria 1 Mörters, Peter 1 Motala, Mehar 1 Murillo, Antonio 1 O’Connell, Neil 1 Osojnik, Ana 1 Peñaloza, Lizbeth 1 Powell, Ellen 1 Rahimzadeh Sani, A. 1 Rezaei, Farzad 1 Savov, Mladen Svetoslavov 1 Schoutens, Wim 1 Schweinsberg, Jason Ross 1 Shardlow, Tony 1 Sirviö, Marina 1 Song, Renming 1 Staszewski, Wieslaw J. 1 Suryanarayana, Gowri 1 Vakeroudis, Stavros M. 1 Vardar-Acar, Ceren 1 Vatutin, Vladimir Alekseevich 1 Vidmar, Matija 1 Weissmann, Philip 1 Wilmott, Paul 1 Winkel, Matthias 1 Yang, Ting 1 Zhou, Xiaowen all top 5 Serials 17 Stochastic Processes and their Applications 14 Journal of Applied Probability 12 The Annals of Applied Probability 11 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 10 The Annals of Probability 6 Electronic Journal of Probability 4 Probability Theory and Related Fields 3 Advances in Applied Probability 3 Journal of Theoretical Probability 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Journal of Statistical Physics 2 Insurance Mathematics & Economics 2 Electronic Communications in Probability 2 Bernoulli 2 Finance and Stochastics 2 Stochastics 2 Universitext 1 IMA Journal of Numerical Analysis 1 Journal of Sound and Vibration 1 Theory of Probability and its Applications 1 Transactions of the American Mathematical Society 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 SIAM Journal on Applied Mathematics 1 Potential Analysis 1 Applied Mathematical Finance 1 Mathematical Finance 1 Markov Processes and Related Fields 1 ASTIN Bulletin 1 Oberwolfach Reports 1 Lecture Notes in Mathematics 1 Progress in Probability 1 Institute of Mathematical Statistics Monographs 1 SIAM/ASA Journal on Uncertainty Quantification 1 Probability and its Applications 1 EAA Series all top 5 Fields 129 Probability theory and stochastic processes (60-XX) 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Statistical mechanics, structure of matter (82-XX) 5 Partial differential equations (35-XX) 5 Systems theory; control (93-XX) 4 Numerical analysis (65-XX) 3 General and overarching topics; collections (00-XX) 3 Quantum theory (81-XX) 1 History and biography (01-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Statistics (62-XX) 1 Mechanics of particles and systems (70-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 121 Publications have been cited 3,188 times in 1,557 Documents Cited by ▼ Year ▼ Introductory lectures on fluctuations of Lévy processes with applications. Zbl 1104.60001 Kyprianou, Andreas E. 481 2006 Fluctuations of Lévy processes with applications. Introductory lectures. 2nd ed. Zbl 1384.60003 Kyprianou, Andreas E. 252 2014 The theory of scale functions for spectrally negative Lévy processes. Zbl 1261.60047 Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor 149 2012 Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023 Avram, F.; Kyprianou, A. E.; Pistorius, M. R. 129 2004 Ruin probabilities and overshoots for general Lévy insurance risk processes. Zbl 1066.60049 Klüppelberg, Claudia; Kyprianou, Andreas E.; Maller, Ross A. 101 2004 Measure change in multitype branching. Zbl 1056.60082 Biggins, J. D.; Kyprianou, A. E. 96 2004 Some remarks on first passage of Lévy processes, the American put and pasting principles. Zbl 1083.60034 Alili, L.; Kyprianou, A. E. 86 2005 Smoothness of scale functions for spectrally negative Lévy processes. Zbl 1259.60050 Chan, T.; Kyprianou, A. E.; Savov, M. 83 2011 Overshoots and undershoots of Lévy processes. Zbl 1101.60029 Doney, R. A.; Kyprianou, A. E. 73 2006 Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047 Kyprianou, A. E.; Palmowski, Z. 62 2007 Seneta-Heyde norming in the branching random walk. Zbl 0873.60062 Biggins, J. D.; Kyprianou, A. E. 58 1997 Refracted Lévy processes. Zbl 1201.60042 Kyprianou, A. E.; Loeffen, R. L. 57 2010 Perpetual options and Canadization through fluctuation theory. Zbl 1039.60044 Kyprianou, A. E.; Pistorius, M. R. 50 2003 On optimal dividends in the dual model. Zbl 1283.91192 Bayraktar, Erhan; Kyprianou, Andreas E.; Yamazaki, Kazutoshi 49 2013 Local extinction versus local exponential growth for spatial branching processes. Zbl 1056.60083 Engländer, János; Kyprianou, Andreas E. 47 2004 A note on scale functions and the time value of ruin for Lévy insurance risk processes. Zbl 1231.91145 Biffis, Enrico; Kyprianou, Andreas E. 45 2010 Meromorphic Lévy processes and their fluctuation identities. Zbl 1252.60044 Kuznetsov, A.; Kyprianou, A. E.; Pardo, J. C. 44 2012 Fixed points of the smoothing transform: the boundary case. Zbl 1110.60081 Biggins, J. D.; Kyprianou, A. E. 43 2005 General tax structures and the Lévy insurance risk model. Zbl 1210.60098 Kyprianou, Andreas E.; Zhou, Xiaowen 41 2009 Strong law of large numbers for branching diffusions. Zbl 1196.60139 Engländer, János; Harris, Simon C.; Kyprianou, Andreas E. 40 2010 A Wiener-Hopf Monte Carlo simulation technique for Lévy processes. Zbl 1245.65005 Kuznetsov, A.; Kyprianou, A. E.; Pardo, J. C.; van Schaik, K. 40 2011 Gerber-Shiu risk theory. Zbl 1277.91003 Kyprianou, Andreas E. 40 2013 Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris’ probabilistic analysis. Zbl 1042.60057 Kyprianou, A. E. 38 2004 Fluctuations of spectrally negative Markov additive processes. Zbl 1156.60060 Kyprianou, Andreas E.; Palmowski, Zbigniew 36 2008 Some calculations for Israeli options. Zbl 1098.91055 Kyprianou, Andreas E. 34 2004 Exotic option pricing and advanced Lévy models. Zbl 1140.91050 33 2005 A martingale review of some fluctuation theory for spectrally negative Lévy processes. Zbl 1063.60071 Kyprianou, Andreas E.; Palmowski, Zbigniew 33 2005 Optimal dividends in the dual model under transaction costs. Zbl 1294.91071 Bayraktar, Erhan; Kyprianou, Andreas E.; Yamazaki, Kazutoshi 33 2014 Special, conjugate and complete scale functions for spectrally negative Lévy processes. Zbl 1193.60064 Kyprianou, Andreas E.; Rivero, Victor 31 2008 Further probabilistic analysis of the Fisher-Kolmogorov-Petrovskii-Piscounov equation: one sided travelling-waves. Zbl 1093.60059 Harris, J. W.; Harris, S. C.; Kyprianou, A. E. 29 2006 Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115 Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming 28 2010 Optimal control with absolutely continuous strategies for spectrally negative Lévy processes. Zbl 1253.93001 Kyprianou, Andreas E.; Loeffen, Ronnie; Pérez, José-Luis 28 2012 Some explicit identities associated with positive self-similar Markov processes. Zbl 1170.60017 Chaumont, L.; Kyprianou, A. E.; Pardo, J. C. 27 2009 Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels. Zbl 1143.91020 Kyprianou, A. E.; Surya, B. A. 27 2007 Occupation times of refracted Lévy processes. Zbl 1306.60049 Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L. 27 2014 The prolific backbone for supercritical superprocesses. Zbl 1225.60138 Berestycki, J.; Kyprianou, A. E.; Murillo-Salas, A. 26 2011 Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity. Zbl 1306.60051 Kyprianou, Andreas E.; Pardo, Juan Carlos; Watson, Alexander R. 23 2014 Callable puts as composite exotic options. Zbl 1138.91405 Kühn, Christoph; Kyprianou, Andreas E. 21 2007 On extreme ruinous behaviour of Lévy insurance risk processes. Zbl 1118.60071 Klüppelberg, C.; Kyprianou, A. E. 21 2006 Spines, skeletons and the strong law of large numbers for superdiffusions. Zbl 1330.60052 Eckhoff, Maren; Kyprianou, Andreas E.; Winkel, Matthias 21 2015 Real self-similar processes started from the origin. Zbl 1372.60052 Dereich, Steffen; Döring, Leif; Kyprianou, Andreas E. 21 2017 Exact and asymptotic \(n\)-tuple laws at first and last passage. Zbl 1200.60038 Kyprianou, A. E.; Pardo, J. C.; Rivero, V. 20 2010 Continuous-state branching processes and self-similarity. Zbl 1157.60078 Kyprianou, A. E.; Pardo, J. C. 20 2008 The hitting time of zero for a stable process. Zbl 1293.60055 Kuznetsov, Alexey; Kyprianou, Andreas E.; Pardo, Juan Carlos; Watson, Alexander R. 20 2014 The McKean stochastic game driven by a spectrally negative Lévy process. Zbl 1190.60084 Baurdoux, Erik J.; Kyprianou, Andreas E. 19 2008 Supercritical super-Brownian motion with a general branching mechanism and travelling waves. Zbl 1267.60094 Kyprianou, A. E.; Liu, R.-L.; Murillo-Salas, A.; Ren, Y.-X. 18 2012 Fluctuation theory and exit systems for positive self-similar Markov processes. Zbl 1241.60019 Chaumont, Loïc; Kyprianou, Andreas; Pardo, Juan Carlos; Rivero, Víctor 17 2012 The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Zbl 1209.91034 Baurdoux, E. J.; Kyprianou, A. E. 17 2009 Quasi-stationary distributions for Lévy processes. Zbl 1130.60054 Kyprianou, A. E.; Palmowski, Z. 17 2006 Stable Lévy processes, self-similarity and the unit ball. Zbl 1396.60051 Kyprianou, Andreas E. 16 2018 Deep factorisation of the stable process. Zbl 1338.60130 Kyprianou, Andreas E. 16 2016 On the Novikov-Shiryaev optimal stopping problems in continuous time. Zbl 1111.60024 Kyprianou, Andreas E.; Surya, Budhi A. 14 2005 New families of subordinators with explicit transition probability semigroup. Zbl 1300.60068 Burridge, J.; Kuznetsov, A.; Kwaśnicki, M.; Kyprianou, A. E. 14 2014 Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation. Zbl 1321.65004 Ferreiro-Castilla, A.; Kyprianou, A. E.; Scheichl, R.; Suryanarayana, G. 14 2014 Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian. Zbl 1477.65016 Kyprianou, Andreas E.; Osojnik, Ana; Shardlow, Tony 14 2018 Slow variation and uniqueness of solutions to the functional equation in the branching random walk. Zbl 0930.60066 Kyprianou, A. E. 13 1998 Conditioned real self-similar Markov processes. Zbl 1442.60047 Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat 12 2019 A capped optimal stopping problem for the maximum process. Zbl 1312.60046 Kyprianou, Andreas; Ott, Curdin 12 2014 Extinction properties of multi-type continuous-state branching processes. Zbl 1409.60127 Kyprianou, Andreas E.; Palau, Sandra 12 2018 Martingale convergence and the stopped branching random walk. Zbl 0955.60078 Kyprianou, A. E. 11 2000 Multi-species neutron transport equation. Zbl 1420.82027 Cox, Alexander M. G.; Harris, Simon C.; Horton, Emma L.; Kyprianou, Andreas E. 11 2019 The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process. Zbl 1229.91370 Baurdoux, E. J.; Kyprianou, A. E.; Pardo, J. C. 10 2011 Asymptotic radial speed of the support of supercritical branching Brownian motion and super-Brownian motion in \(R^d\). Zbl 1076.60074 Kyprianou, A. E. 10 2005 A note on branching Lévy processes. Zbl 0997.60090 Kyprianou, A. E. 10 1999 The backbone decomposition for spatially dependent supercritical superprocesses. Zbl 1390.60304 Kyprianou, A. E.; Pérez, J-L.; Ren, Y.-X. 10 2014 Finite expiry Russian options. Zbl 1151.91505 Duistermaat, J. J.; Kyprianou, A. E.; van Schaik, K. 9 2005 Conditioning subordinators embedded in Markov processes. Zbl 1373.60085 Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı 9 2017 Entrance and exit at infinity for stable jump diffusions. Zbl 1469.60211 Döring, Leif; Kyprianou, Andreas E. 9 2020 Perpetual integrals for Lévy processes. Zbl 1356.60073 Döring, Leif; Kyprianou, Andreas E. 9 2016 Pricing Israeli options: a pathwise approach. Zbl 1284.91549 Kühn, C.; Kyprianou, A. E.; van Schaik, K. 8 2007 Almost sure growth of supercritical multi-type continuous-state branching process. Zbl 1390.60314 Kyprianou, Andreas E.; Palau, Sandra; Ren, Yan-Xia 8 2018 First passage of reflected strictly stable processes. Zbl 1113.60050 Kyprianou, A. E. 8 2006 Stochastic methods for the neutron transport equation. II: Almost sure growth. Zbl 1479.82115 Harris, Simon C.; Horton, Emma; Kyprianou, Andreas E. 8 2020 Strong law of large numbers for fragmentation processes. Zbl 1195.60046 Harris, S. C.; Knobloch, R.; Kyprianou, A. E. 7 2010 Traveling waves and homogeneous fragmentation. Zbl 1245.60069 Berestycki, J.; Harris, S. C.; Kyprianou, A. E. 7 2011 A Ciesielski-Taylor type identity for positive self-similar Markov processes. Zbl 1231.60031 Kyprianou, A. E.; Patie, P. 7 2011 Deep factorisation of the stable process. II: Potentials and applications. Zbl 1396.60040 Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı 7 2018 Martingale convergence and the functional equation in the multi-type branching random walk. Zbl 1017.60090 Kyprianou, Andreas E.; Rahimzadeh Sani, A. 7 2001 Branching random walk: Seneta-Heyde norming. Zbl 0864.60070 Biggins, J. D.; Kyprianou, A. E. 7 1996 Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics. Zbl 1479.82116 Horton, Emma; Kyprianou, Andreas E.; Villemonais, Denis 7 2020 Stable processes conditioned to avoid an interval. Zbl 1471.60049 Döring, Leif; Kyprianou, Andreas E.; Weissmann, Philip 7 2020 Backbone decomposition for continuous-state branching processes with immigration. Zbl 1231.60089 Kyprianou, A. E.; Ren, Y.-X. 6 2012 On the parabolic generator of a general one-dimensional Lévy process. Zbl 1191.60063 Eisenbaum, Nathalie; Kyprianou, Andreas 6 2008 Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. Zbl 1075.60525 Hambly, B. M.; Kersting, G.; Kyprianou, A. E. 6 2003 Branching Brownian motion in a strip: survival near criticality. Zbl 1342.60149 Harris, S. C.; Hesse, M.; Kyprianou, A. E. 6 2016 Spectrally negative Lévy processes perturbed by functionals of their running supremum. Zbl 1260.60094 Kyprianou, Andreas E.; Ott, Curdin 6 2012 A phase transition in excursions from infinity of the “fast” fragmentation-coalescence process. Zbl 1412.60112 Kyprianou, Andreas E.; Pagett, Steven W.; Rogers, Tim; Schweinsberg, Jason 5 2017 Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. Zbl 1252.60001 Cohen, Serge; Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor 5 2012 The extended hypergeometric class of Lévy processes. Zbl 1314.60097 Kyprianou, A. E.; Pardo, J. C.; Watson, A. R. 5 2014 Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach. Zbl 1460.60024 Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat 5 2020 Super-Brownian motion: \(L^p\)-convergence of martingales through the pathwise spine decomposition. Zbl 1279.60111 Kyprianou, A. E.; Murillo-Salas, A. 5 2013 An application of the backbone decomposition to supercritical super-Brownian motion with a barrier. Zbl 1278.60127 Kyprianou, A. E.; Murillo-Salas, A.; Pérez, J. L. 5 2012 Stable Lévy processes via Lamperti-type representations. Zbl 07504322 Kyprianou, Andreas E.; Pardo, Juan Carlos 4 2022 Potentials of stable processes. Zbl 1390.60174 Kyprianou, A. E.; Watson, A. R. 4 2014 Optimal prediction for positive self-similar Markov processes. Zbl 1346.60121 Baurdoux, Erik J.; Kyprianou, Andreas E.; Ott, Curdin 3 2016 Skeletal stochastic differential equations for continuous-state branching processes. Zbl 1427.60176 Fekete, D.; Fontbona, J.; Kyprianou, A. E. 3 2019 Stochastic methods for neutron transport equation. III: Generational many-to-one and \(k_{\text{\texttt{eff}}}\). Zbl 1467.82108 Cox, Alexander M.; Horton, Emma; Kyprianou, Andreas E.; Villemonais, Denis 3 2021 Asymptotic moments of spatial branching processes. Zbl 1501.60048 Gonzalez, Isaac; Horton, Emma; Kyprianou, Andreas E. 3 2022 Stable windings at the origin. Zbl 1417.60030 Kyprianou, Andreas E.; Vakeroudis, Stavros M. 3 2018 A note on a change of variable formula with local time-space for Lévy processes of bounded variation. Zbl 1126.60037 Kyprianou, Andreas E.; Surya, Budhi A. 2 2007 Stable Lévy processes via Lamperti-type representations. Zbl 07504322 Kyprianou, Andreas E.; Pardo, Juan Carlos 4 2022 Asymptotic moments of spatial branching processes. Zbl 1501.60048 Gonzalez, Isaac; Horton, Emma; Kyprianou, Andreas E. 3 2022 Yaglom limit for critical nonlocal branching Markov processes. Zbl 1505.82063 Harris, Simon C.; Horton, Emma; Kyprianou, Andreas E.; Wang, Minmin 2 2022 An optimal stopping problem for spectrally negative Markov additive processes. Zbl 1490.60096 Çağlar, M.; Kyprianou, A.; Vardar-Acar, C. 1 2022 Stochastic methods for neutron transport equation. III: Generational many-to-one and \(k_{\text{\texttt{eff}}}\). Zbl 1467.82108 Cox, Alexander M.; Horton, Emma; Kyprianou, Andreas E.; Villemonais, Denis 3 2021 The Doob-McKean identity for stable Lévy processes. Zbl 1496.60050 Kyprianou, Andreas E.; O’Connell, Neil 2 2021 Double hypergeometric Lévy processes and self-similarity. Zbl 1470.60128 Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija 2 2021 Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes. Zbl 1469.60149 Kyprianou, Andreas E.; Palau, Sandra; Saizmaa, Tsogzolmaa 1 2021 A lifetime of excursions through random walks and Lévy processes. Zbl 1496.01009 Chaumont, Loïc; Kyprianou, Andreas E. 1 2021 Stable Lévy processes in a cone. Zbl 1489.60080 Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat 1 2021 A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Zbl 1478.60005 1 2021 Entrance and exit at infinity for stable jump diffusions. Zbl 1469.60211 Döring, Leif; Kyprianou, Andreas E. 9 2020 Stochastic methods for the neutron transport equation. II: Almost sure growth. Zbl 1479.82115 Harris, Simon C.; Horton, Emma; Kyprianou, Andreas E. 8 2020 Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics. Zbl 1479.82116 Horton, Emma; Kyprianou, Andreas E.; Villemonais, Denis 7 2020 Stable processes conditioned to avoid an interval. Zbl 1471.60049 Döring, Leif; Kyprianou, Andreas E.; Weissmann, Philip 7 2020 Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach. Zbl 1460.60024 Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat 5 2020 Skeletal stochastic differential equations for superprocesses. Zbl 1457.60128 Fekete, Dorottya; Fontbona, Joaquin; Kyprianou, Andreas E. 2 2020 Entrance laws at the origin of self-similar Markov processes in high dimensions. Zbl 1469.60111 Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı; Yang, Ting 2 2020 Conditioned real self-similar Markov processes. Zbl 1442.60047 Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat 12 2019 Multi-species neutron transport equation. Zbl 1420.82027 Cox, Alexander M. G.; Harris, Simon C.; Horton, Emma L.; Kyprianou, Andreas E. 11 2019 Skeletal stochastic differential equations for continuous-state branching processes. Zbl 1427.60176 Fekete, D.; Fontbona, J.; Kyprianou, A. E. 3 2019 Stable Lévy processes, self-similarity and the unit ball. Zbl 1396.60051 Kyprianou, Andreas E. 16 2018 Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian. Zbl 1477.65016 Kyprianou, Andreas E.; Osojnik, Ana; Shardlow, Tony 14 2018 Extinction properties of multi-type continuous-state branching processes. Zbl 1409.60127 Kyprianou, Andreas E.; Palau, Sandra 12 2018 Almost sure growth of supercritical multi-type continuous-state branching process. Zbl 1390.60314 Kyprianou, Andreas E.; Palau, Sandra; Ren, Yan-Xia 8 2018 Deep factorisation of the stable process. II: Potentials and applications. Zbl 1396.60040 Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı 7 2018 Stable windings at the origin. Zbl 1417.60030 Kyprianou, Andreas E.; Vakeroudis, Stavros M. 3 2018 Universality in a class of fragmentation-coalescence processes. Zbl 1391.60237 Kyprianou, A. E.; Pagett, S. W.; Rogers, T. 1 2018 Real self-similar processes started from the origin. Zbl 1372.60052 Dereich, Steffen; Döring, Leif; Kyprianou, Andreas E. 21 2017 Conditioning subordinators embedded in Markov processes. Zbl 1373.60085 Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı 9 2017 A phase transition in excursions from infinity of the “fast” fragmentation-coalescence process. Zbl 1412.60112 Kyprianou, Andreas E.; Pagett, Steven W.; Rogers, Tim; Schweinsberg, Jason 5 2017 The largest fragment of a homogeneous fragmentation process. Zbl 1372.82021 Kyprianou, Andreas; Lane, Francis; Mörters, Peter 1 2017 Deep factorisation of the stable process. Zbl 1338.60130 Kyprianou, Andreas E. 16 2016 Perpetual integrals for Lévy processes. Zbl 1356.60073 Döring, Leif; Kyprianou, Andreas E. 9 2016 Branching Brownian motion in a strip: survival near criticality. Zbl 1342.60149 Harris, S. C.; Hesse, M.; Kyprianou, A. E. 6 2016 Optimal prediction for positive self-similar Markov processes. Zbl 1346.60121 Baurdoux, Erik J.; Kyprianou, Andreas E.; Ott, Curdin 3 2016 More on hypergeometric Lévy processes. Zbl 1426.60056 Horton, Emma L.; Kyprianou, Andreas E. 2 2016 An Euler-Poisson scheme for Lévy driven stochastic differential equations. Zbl 1337.60161 Ferreiro-Castilla, A.; Kyprianou, A. E.; Scheichl, R. 1 2016 Spines, skeletons and the strong law of large numbers for superdiffusions. Zbl 1330.60052 Eckhoff, Maren; Kyprianou, Andreas E.; Winkel, Matthias 21 2015 Fluctuations of Lévy processes with applications. Introductory lectures. 2nd ed. Zbl 1384.60003 Kyprianou, Andreas E. 252 2014 Optimal dividends in the dual model under transaction costs. Zbl 1294.91071 Bayraktar, Erhan; Kyprianou, Andreas E.; Yamazaki, Kazutoshi 33 2014 Occupation times of refracted Lévy processes. Zbl 1306.60049 Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L. 27 2014 Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity. Zbl 1306.60051 Kyprianou, Andreas E.; Pardo, Juan Carlos; Watson, Alexander R. 23 2014 The hitting time of zero for a stable process. Zbl 1293.60055 Kuznetsov, Alexey; Kyprianou, Andreas E.; Pardo, Juan Carlos; Watson, Alexander R. 20 2014 New families of subordinators with explicit transition probability semigroup. Zbl 1300.60068 Burridge, J.; Kuznetsov, A.; Kwaśnicki, M.; Kyprianou, A. E. 14 2014 Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation. Zbl 1321.65004 Ferreiro-Castilla, A.; Kyprianou, A. E.; Scheichl, R.; Suryanarayana, G. 14 2014 A capped optimal stopping problem for the maximum process. Zbl 1312.60046 Kyprianou, Andreas; Ott, Curdin 12 2014 The backbone decomposition for spatially dependent supercritical superprocesses. Zbl 1390.60304 Kyprianou, A. E.; Pérez, J-L.; Ren, Y.-X. 10 2014 The extended hypergeometric class of Lévy processes. Zbl 1314.60097 Kyprianou, A. E.; Pardo, J. C.; Watson, A. R. 5 2014 Potentials of stable processes. Zbl 1390.60174 Kyprianou, A. E.; Watson, A. R. 4 2014 The mass of super-Brownian motion upon exiting balls and Sheu’s compact support condition. Zbl 1329.60294 Hesse, Marion; Kyprianou, Andreas E. 2 2014 Survival of homogeneous fragmentation processes with killing. Zbl 1301.60087 Knobloch, Robert; Kyprianou, Andreas E. 1 2014 On optimal dividends in the dual model. Zbl 1283.91192 Bayraktar, Erhan; Kyprianou, Andreas E.; Yamazaki, Kazutoshi 49 2013 Gerber-Shiu risk theory. Zbl 1277.91003 Kyprianou, Andreas E. 40 2013 Super-Brownian motion: \(L^p\)-convergence of martingales through the pathwise spine decomposition. Zbl 1279.60111 Kyprianou, A. E.; Murillo-Salas, A. 5 2013 The theory of scale functions for spectrally negative Lévy processes. Zbl 1261.60047 Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor 149 2012 Meromorphic Lévy processes and their fluctuation identities. Zbl 1252.60044 Kuznetsov, A.; Kyprianou, A. E.; Pardo, J. C. 44 2012 Optimal control with absolutely continuous strategies for spectrally negative Lévy processes. Zbl 1253.93001 Kyprianou, Andreas E.; Loeffen, Ronnie; Pérez, José-Luis 28 2012 Supercritical super-Brownian motion with a general branching mechanism and travelling waves. Zbl 1267.60094 Kyprianou, A. E.; Liu, R.-L.; Murillo-Salas, A.; Ren, Y.-X. 18 2012 Fluctuation theory and exit systems for positive self-similar Markov processes. Zbl 1241.60019 Chaumont, Loïc; Kyprianou, Andreas; Pardo, Juan Carlos; Rivero, Víctor 17 2012 Backbone decomposition for continuous-state branching processes with immigration. Zbl 1231.60089 Kyprianou, A. E.; Ren, Y.-X. 6 2012 Spectrally negative Lévy processes perturbed by functionals of their running supremum. Zbl 1260.60094 Kyprianou, Andreas E.; Ott, Curdin 6 2012 Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. Zbl 1252.60001 Cohen, Serge; Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor 5 2012 An application of the backbone decomposition to supercritical super-Brownian motion with a barrier. Zbl 1278.60127 Kyprianou, A. E.; Murillo-Salas, A.; Pérez, J. L. 5 2012 Smoothness of scale functions for spectrally negative Lévy processes. Zbl 1259.60050 Chan, T.; Kyprianou, A. E.; Savov, M. 83 2011 A Wiener-Hopf Monte Carlo simulation technique for Lévy processes. Zbl 1245.65005 Kuznetsov, A.; Kyprianou, A. E.; Pardo, J. C.; van Schaik, K. 40 2011 The prolific backbone for supercritical superprocesses. Zbl 1225.60138 Berestycki, J.; Kyprianou, A. E.; Murillo-Salas, A. 26 2011 The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process. Zbl 1229.91370 Baurdoux, E. J.; Kyprianou, A. E.; Pardo, J. C. 10 2011 Traveling waves and homogeneous fragmentation. Zbl 1245.60069 Berestycki, J.; Harris, S. C.; Kyprianou, A. E. 7 2011 A Ciesielski-Taylor type identity for positive self-similar Markov processes. Zbl 1231.60031 Kyprianou, A. E.; Patie, P. 7 2011 On the excursions of reflected local-time processes and stochastic fluid queues. Zbl 1259.60053 Konstantopoulos, Takis; Kyprianou, Andreas E.; Salminen, Paavo 1 2011 Refracted Lévy processes. Zbl 1201.60042 Kyprianou, A. E.; Loeffen, R. L. 57 2010 A note on scale functions and the time value of ruin for Lévy insurance risk processes. Zbl 1231.91145 Biffis, Enrico; Kyprianou, Andreas E. 45 2010 Strong law of large numbers for branching diffusions. Zbl 1196.60139 Engländer, János; Harris, Simon C.; Kyprianou, Andreas E. 40 2010 Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115 Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming 28 2010 Exact and asymptotic \(n\)-tuple laws at first and last passage. Zbl 1200.60038 Kyprianou, A. E.; Pardo, J. C.; Rivero, V. 20 2010 Strong law of large numbers for fragmentation processes. Zbl 1195.60046 Harris, S. C.; Knobloch, R.; Kyprianou, A. E. 7 2010 General tax structures and the Lévy insurance risk model. Zbl 1210.60098 Kyprianou, Andreas E.; Zhou, Xiaowen 41 2009 Some explicit identities associated with positive self-similar Markov processes. Zbl 1170.60017 Chaumont, L.; Kyprianou, A. E.; Pardo, J. C. 27 2009 The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Zbl 1209.91034 Baurdoux, E. J.; Kyprianou, A. E. 17 2009 Fluctuations of spectrally negative Markov additive processes. Zbl 1156.60060 Kyprianou, Andreas E.; Palmowski, Zbigniew 36 2008 Special, conjugate and complete scale functions for spectrally negative Lévy processes. Zbl 1193.60064 Kyprianou, Andreas E.; Rivero, Victor 31 2008 Continuous-state branching processes and self-similarity. Zbl 1157.60078 Kyprianou, A. E.; Pardo, J. C. 20 2008 The McKean stochastic game driven by a spectrally negative Lévy process. Zbl 1190.60084 Baurdoux, Erik J.; Kyprianou, Andreas E. 19 2008 On the parabolic generator of a general one-dimensional Lévy process. Zbl 1191.60063 Eisenbaum, Nathalie; Kyprianou, Andreas 6 2008 Analysis of stochastic fluid queues driven by local-time processes. Zbl 1164.60070 Konstantopoulos, Takis; Kyprianou, Andreas E.; Salminen, Paavo; Sirviö, Marina 2 2008 Branching processes in random environment die slowly. Zbl 1357.60094 Vatutin, Vladimir A.; Kyprianou, Andreas E. 1 2008 Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047 Kyprianou, A. E.; Palmowski, Z. 62 2007 Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels. Zbl 1143.91020 Kyprianou, A. E.; Surya, B. A. 27 2007 Callable puts as composite exotic options. Zbl 1138.91405 Kühn, Christoph; Kyprianou, Andreas E. 21 2007 Pricing Israeli options: a pathwise approach. Zbl 1284.91549 Kühn, C.; Kyprianou, A. E.; van Schaik, K. 8 2007 A note on a change of variable formula with local time-space for Lévy processes of bounded variation. Zbl 1126.60037 Kyprianou, Andreas E.; Surya, Budhi A. 2 2007 Introductory lectures on fluctuations of Lévy processes with applications. Zbl 1104.60001 Kyprianou, Andreas E. 481 2006 Overshoots and undershoots of Lévy processes. Zbl 1101.60029 Doney, R. A.; Kyprianou, A. E. 73 2006 Further probabilistic analysis of the Fisher-Kolmogorov-Petrovskii-Piscounov equation: one sided travelling-waves. Zbl 1093.60059 Harris, J. W.; Harris, S. C.; Kyprianou, A. E. 29 2006 On extreme ruinous behaviour of Lévy insurance risk processes. Zbl 1118.60071 Klüppelberg, C.; Kyprianou, A. E. 21 2006 Quasi-stationary distributions for Lévy processes. Zbl 1130.60054 Kyprianou, A. E.; Palmowski, Z. 17 2006 First passage of reflected strictly stable processes. Zbl 1113.60050 Kyprianou, A. E. 8 2006 Some remarks on first passage of Lévy processes, the American put and pasting principles. Zbl 1083.60034 Alili, L.; Kyprianou, A. E. 86 2005 Fixed points of the smoothing transform: the boundary case. Zbl 1110.60081 Biggins, J. D.; Kyprianou, A. E. 43 2005 ...and 21 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,437 Authors 83 Kyprianou, Andreas E. 46 Palmowski, Zbigniew 38 Zhou, Xiaowen 37 Mandjes, Michel Robertus Hendrikus 34 Ren, Yanxia 34 Yamazaki, Kazutoshi 31 Song, Renming 29 Pérez Garmendia, Jose Luis 28 Ivanovs, Jevgeņijs 25 Pardo, Juan Carlos 23 Landriault, David 23 Wang, Wenyuan 21 Boxma, Onno Johan 20 Zhang, Zhimin 19 Bertoin, Jean 19 Patie, Pierre 18 Harris, Simon C. 18 Li, Bin 18 Mallein, Bastien 18 Rivero, Víctor Manuel 17 Yin, Chuancun 16 Avram, Florin 16 Kella, Offer 16 Renaud, Jean-François 15 Albrecher, Hansjörg 15 Dshalalow, Jewgeni H. 14 Berestycki, Julien 14 Chaumont, Loïc 14 Czarna, Irmina 14 Pistorius, Martijn R. 14 Vidmar, Matija 13 Gapeev, Pavel V. 12 Kuznetsov, Alexey 12 Loeffen, Ronnie L. 12 Meiners, Matthias 12 Zwart, Bert P. 11 Foucart, Clément 11 Frostig, Esther 11 Griffin, Philip S. 11 Iksanov, Aleksander M. 11 Maller, Ross Arthur 11 Palau, Sandra 11 Watson, Alexander R. 10 Asmussen, Søren 10 Döring, Leif 10 Horton, Emma L. 10 Levendorskiĭ, Sergeĭ Zakharovich 10 Li, Zenghu 10 Mijatović, Aleksandar 9 Cheung, Eric C. K. 9 Li, Yingqiu 9 Liu, Quansheng 9 Van Schaik, Kees 8 Aidekon, Elie E. F. 8 Avanzi, Benjamin 8 Baurdoux, Erik Jan 8 Chen, Ping 8 De Angelis, Tiziano 8 Doney, Ronald Arthur 8 Hu, Yueyun 8 Huang, Chunmao 8 Li, Bo 8 Li, Shu 8 Lkabous, Mohamed Amine 8 Noba, Kei 8 Salminen, Paavo H. 8 Surya, Budhi Arta 8 Yang, Hailiang 8 Yang, Ting 7 Behme, Anita Diana 7 Biggins, J. D. 7 Chen, Xinxin 7 Hu, Yijun 7 Lambert, Amaury 7 Li, Shuanming 7 Liu, Rongli 7 Maillard, Pascal 7 Murillo-Salas, Antonio 7 Shi, Zhan 7 Tang, Qihe 7 Vondraček, Zoran 7 Willmot, Gordon E. 7 Yuen, Kam Chuen 6 Alsmeyer, Gerold 6 Boyarchenko, Svetlana I. 6 Buraczewski, Dariusz 6 Cox, Alexander Matthew Gordon 6 Curien, Nicolas 6 Dong, Hua 6 Egami, Masahiko 6 Kwaśnicki, Mateusz 6 Ming, Ruixing 6 Morales, Manuel 6 Savov, Mladen Svetoslavov 6 Simon, Thomas 6 Uribe Bravo, Gerónimo 6 Wong, Bernard 6 Woo, Jae-Kyung 6 Zhang, Hongzhong 6 Zhang, Rui ...and 1,337 more Authors all top 5 Cited in 207 Serials 152 Stochastic Processes and their Applications 108 Journal of Applied Probability 85 Insurance Mathematics & Economics 61 Advances in Applied Probability 52 The Annals of Applied Probability 51 Statistics & Probability Letters 50 The Annals of Probability 49 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 47 Electronic Journal of Probability 43 Journal of Theoretical Probability 38 Bernoulli 33 Scandinavian Actuarial Journal 31 Methodology and Computing in Applied Probability 31 Stochastics 29 Probability Theory and Related Fields 23 Queueing Systems 21 Stochastic Models 21 ALEA. Latin American Journal of Probability and Mathematical Statistics 20 Finance and Stochastics 16 Journal of Mathematical Analysis and Applications 16 Acta Applicandae Mathematicae 15 European Journal of Operational Research 14 Journal of Computational and Applied Mathematics 13 Applied Mathematics and Computation 13 International Journal of Theoretical and Applied Finance 13 Quantitative Finance 12 Applied Mathematics and Optimization 12 Electronic Communications in Probability 12 Frontiers of Mathematics in China 11 Stochastic Analysis and Applications 11 Communications in Statistics. Theory and Methods 11 Journal of Industrial and Management Optimization 11 Science China. Mathematics 10 Mathematical Finance 9 Journal of Statistical Physics 9 Journal of Optimization Theory and Applications 9 SIAM Journal on Financial Mathematics 8 SIAM Journal on Control and Optimization 8 Transactions of the American Mathematical Society 7 Journal of Functional Analysis 7 Potential Analysis 7 Mathematical Methods of Operations Research 7 European Actuarial Journal 6 Theory of Probability and its Applications 6 Mathematics of Operations Research 6 Probability and Mathematical Statistics 6 Fractional Calculus & Applied Analysis 6 ASTIN Bulletin 6 North American Actuarial Journal 5 Lithuanian Mathematical Journal 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Probability Surveys 5 Stochastic Systems 5 Annales Henri Lebesgue 4 Communications in Mathematical Physics 4 Journal of Mathematical Biology 4 Operations Research Letters 4 Acta Mathematicae Applicatae Sinica. English Series 4 SIAM Journal on Applied Mathematics 4 Applied Mathematical Finance 4 Probability in the Engineering and Informational Sciences 4 Mathematics and Financial Economics 4 Journal of Physics A: Mathematical and Theoretical 3 Metrika 3 Physica A 3 Journal of Mathematical Economics 3 Journal of the Mathematical Society of Japan 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 3 SIAM Journal on Numerical Analysis 3 Sequential Analysis 3 Journal of Economic Dynamics & Control 3 Mathematical and Computer Modelling 3 Communications in Statistics. Simulation and Computation 3 Indagationes Mathematicae. New Series 3 Applied Mathematics. Series B (English Edition) 3 Journal of Mathematical Sciences (New York) 3 Abstract and Applied Analysis 3 Extremes 3 Acta Mathematica Scientia. Series B. (English Edition) 3 Stochastics and Dynamics 3 Review of Derivatives Research 3 Advances in Difference Equations 3 Journal de l’École Polytechnique – Mathématiques 2 Computers & Mathematics with Applications 2 Periodica Mathematica Hungarica 2 Chaos, Solitons and Fractals 2 Advances in Mathematics 2 Journal of Differential Equations 2 Journal of Statistical Planning and Inference 2 Proceedings of the American Mathematical Society 2 Bulletin of the Iranian Mathematical Society 2 Applied Mathematics Letters 2 International Journal of Computer Mathematics 2 Expositiones Mathematicae 2 Theory of Probability and Mathematical Statistics 2 Mathematical Methods of Statistics 2 Journal of Difference Equations and Applications 2 Mathematical Problems in Engineering 2 Journal of Inequalities and Applications 2 Journal of Applied Mathematics and Decision Sciences ...and 107 more Serials all top 5 Cited in 40 Fields 1,399 Probability theory and stochastic processes (60-XX) 553 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 134 Statistics (62-XX) 108 Systems theory; control (93-XX) 82 Partial differential equations (35-XX) 73 Numerical analysis (65-XX) 69 Operations research, mathematical programming (90-XX) 54 Biology and other natural sciences (92-XX) 40 Operator theory (47-XX) 35 Statistical mechanics, structure of matter (82-XX) 31 Calculus of variations and optimal control; optimization (49-XX) 25 Integral equations (45-XX) 21 Combinatorics (05-XX) 20 Dynamical systems and ergodic theory (37-XX) 17 Integral transforms, operational calculus (44-XX) 16 Ordinary differential equations (34-XX) 15 Measure and integration (28-XX) 12 Real functions (26-XX) 11 Special functions (33-XX) 9 Computer science (68-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Functional analysis (46-XX) 5 Difference and functional equations (39-XX) 5 Fluid mechanics (76-XX) 4 History and biography (01-XX) 4 Functions of a complex variable (30-XX) 4 Potential theory (31-XX) 4 Approximations and expansions (41-XX) 4 Quantum theory (81-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Relativity and gravitational theory (83-XX) 2 Number theory (11-XX) 2 Mathematics education (97-XX) 1 General and overarching topics; collections (00-XX) 1 Field theory and polynomials (12-XX) 1 Group theory and generalizations (20-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year