activity
20052022
most citedSome remarks on first passage of Levy processes, the American put and pasting principles

185 citations · 819 across the 64 of their papers we have counts for

collaborators

75 papers

math.PR2022

Many-to-few for non-local branching Markov process

Simon C. Harris, Emma Horton, Ellen Powell +1

We provide a many-to-few formula in the general setting of non-local branching Markov processes. This formula allows one to compute expectations of k-fold sums over functions of th…

math.PR2021

A lifetime of excursions through random walks and Lévy processes

Loïc Chaumont, Andreas Kyprianou

In celebration of Professor Ron Doney's 80th birthday, we provide a summary of his academic career and contributions to probability theory, as one of the UK's leading probabilists…

math.PR2021★ 4 cited

The Doob-McKean identity for stable Lévy processes

Andreas E. Kyprianou, Neil O'Connell

We re-examine the celebrated Doob--McKean identity that identifies a conditioned one-dimensional Brownian motion as the radial part of a 3-dimensional Brownian motion or, equivalen…

math.PR2021

Multitype -coalescents

Samuel G. G. Johnston, Andreas E. Kyprianou, Tim Rogers

Consider a multitype coalescent process in which each block has a colour in . Individual blocks may change colour, and some number of blocks of various colours may…

math.PR2021

Yaglom limit for critical neutron transport

Simon C. Harris, Emma Horton, Andreas E. Kyprianou +1

We consider the classical Yaglom limit theorem for a branching Markov process , with non-local branching mechanism in the setting that the mean semigroup is cri…

math.PR2020★ 1 cited

General path integrals and stable SDEs

Sam Baguley, Leif Doering, Andreas Kyprianou

The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic different…