activity
20102025
most citedOccupation times of refracted Lévy processes

8 citations · 21 across the 20 of their papers we have counts for

collaborators
Showing math.PRShow all

17 papers · 1 filter

math.PR2025

A Unified Framework from Boltzmann Transport to Proton Treatment Planning

Andreas E. Kyprianou, Aaron Pim, Tristan Pryer

This work develops a rigorous mathematical formulation of proton transport by integrating both deterministic and stochastic perspectives. The deterministic framework is based on th…

math.PR2025

Critical non-local spatial branching processes with infinite variance conditioned on survival

Natalia Cardona-Tobón, Andreas E. Kyprianou, Pedro Martín-Chávez

We consider the setting of either a general non-local branching particle process or a general non-local superprocess. Under the assumption that the mean semigroup has a Perron-Frob…

math.PR2025

Norm-dependent Lamperti-type MAP representations of stable processes and Brownian motions in the orthant

Andreas E. Kyprianou, Harry S. Mantelos, Victor Rivero

We start by remarking a one-to-one correspondence between self-similar Markov processes (ssMps) on a Banach space and Markov additive processes (MAPs) that is analogous to the well…

math.PR2025

The strong law of large numbers and a functional central limit theorem for general Markov additive processes

Andreas E. Kyprianou, Victor Rivero

In this note we re-visit the fundamental question of the strong law of large numbers and central limit theorem for processes in continuous time with conditional stationary and inde…

math.PR2025

The Brownian marble

Samuel G. G. Johnston, Andreas Kyprianou, Tim Rogers +1

Let be a measurable function. Consider coalescing Brownian motions started from every point in the subset of $[0,\inf…

math.PR2024

-stable Lévy processes entering the half space or a slab

Andreas E. Kyprianou, Sonny Medina, Juan Carlos Pardo

Recent fluctuation identities for -stable Lévy processes have decomposed paths using generalised spherical polar coordinates revealing an underlying Markov Additive Process (MAP…