Professor Andreas Kyprianou

Group

Current PhD students Tom Davies (2019-2024, Bath) Alastair Crossley (2022-2026, Warwick) Usman Laden (2024-2028, Warwick) Peter Mathews (2024-2028, Warwick) Gianmarco del Pino (2025-2029, Warwick)

Current Postdocs Pedro Martin Chavez (2025-2027, Warwick) Funded by EPSRC Maria Perez Lara (2024-2025, Warwick) Funded by EPSRC Chris Dean (2023-2026, Warwick) Funded by EPSRC

Past PhD students Martijn Pistorius (1999-2003, Utrecht) Exit problems of Lévy processes with applications in finance Budhi Arta Surya (2003-2007, Utrecht) Optimal stopping problems driven by Lévy processes and pasting principles Erik Baurdoux (2003-2007, Utrecht) Fluctuation Theory and Stochastic Games for Spectrally Negative Lévy Processes Ronnie Loeffen (2005-2008, Bath) Stochastic control for spectrally negative Lévy processes Robert Knobloch (2007-2010, Bath) Asymptotic properties of fragmentation processes Curdin Ott (2010-2013, Bath) Optimal Stopping Problems for the Maximum Process Alex Watson (2010-2013, Bath) Stable processes Marion Hesse (2010-2013, Bath) Branching diffusions on the boundary and the interior of balls Maren Eckhoff (2011-2014, Bath) Superprocesses and Large-Scale Networks Sandra Palau (2012-2016, CIMAT) Generalisations of Continuous State Branching Processes Steven Pagett (2013-2016, Bath) Fragmentation-Coalescence Processes: Theory and Applications Francis Lane (2014-2018, Bath) The asymptotic properties of homogeneous fragmentation processes Weerapat Satitkanitkul (2015-2018, Bath) Self-similar Markov Processes and Stable Processes Dorottya Fekete (2015-2019, Bath) SDEs for embedded successful genealogies Emma Horton (2016-2020, Bath) Stochastic analysis of the neutron transport equation Tsogzolmaa Saizmaa (2017-2020, Bath) Conditioned Stable Lévy Processes Lizabeth Penaloza Velasco (2018-2021, UNAM) Genealogies in Population models with seed bank effect Isaac Gonzalez Garcia (2017-2022, Bath) Moments of branching Markov processes and related problems Sonny Medina Jimenez (2021-2024, Bath) Excursions from hyperplanes for the α-stable Lévy process Mehar Motala (2021-2024, Bath) Fluctuation theory for Markov Additive Processes and Self-similar Markov processes Harry Saprandis Mantelos (2023-2026, Warwick) Contributions to Determinantally equivalent functions & self-similar Markov processes

Past Postdocs Zbigniew Palmowski (2004-2005, Utrecht) and (2006-2007, Bath) Funded by NWO, Netherlands Peter Andrew (2004-2005, Utrecht) and (2005-2006, Heriot Watt) Funded by NWO, Netherlands Juan Carlos Pardo (2007-2010, Bath) Funded by EPSRC Kees van Schaik (2009-2010, Bath) Funded by AXA Research Fund, UK Antonio Murillo-Salas (2009-2011, Bath) Funded by CONACyT, Mexico Élie Aidekon (2009, Bath) Visiting from École Normale Supérieure, France Jose Luis Garmendia Pérez (2010-2012, Bath) Funded by CONACyT, Mexico Albert Ferreiro-Castilla (2012-2014, Bath) Funded by Royal Society Newton International Fellowship Bati Sengul (2014-2016, Bath) Funded by EPSRC Ting Yang (2017, Bath) Funded by EPSRC Sandra Palau (2017-2019, Bath) Funded by Newton International Fellowship Minmin Wang (2018-2019, Bath) Funded by EPSRC Benjamin Dadoun (2019-2020, Bath) Funded by EPSRC Samuel Johnston (2020-2022, Bath) Funded by EPSRC Terence Tsui (2023-2024, Warwick) Funded by EPSRC Minwei Sun (2023-2024, Warwick) Funded by EPSRC Tresnia Berah (2025, Warwick) Funded by EPSRC

About me

Books

Papers

Preprints

Slides

Group

Grants

Editorial

P@W

MaThRad

CAMaCS

MInDS

CUWB

Bio

Lucretian Motion

Manx mathematics