185 citations · 819 across the 64 of their papers we have counts for
5 papers · 2 filters
An optimal stopping problem for spectrally negative Markov additive processes
Mine Caglar, Andreas E. Kyprianou, Ceren Vardar-Acar
Previous authors have considered optimal stopping problems driven by the running maximum of a spectrally negative Lévy process , as well as of a one-dimensional diffusion. Many…
Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
Andreas E. Kyprianou, Sandra Palau, Tsogzolmaa Saizmaa
Taking account of recent developments in the representation of -dimensional isotropic stable Lévy processes as self-similar Markov processes, we consider a number of new ways to…
Double hypergeometric Lévy processes and self-similarity
Andreas E. Kyprianou, Juan Carlos Pardo, Matija Vidmar
Motivated by a recent paper of Budd, where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processe…
Skeletal stochastic differential equations for superprocesses
Dorottya Fekete, Joaquin Fontbona, Andreas E. Kyprianou
It is well understood that a supercritical superprocess is equal in law to a discrete Markov branching process whose genealogy is dressed in a Poissonian way with immigration which…
Stochastic Methods for the Neutron Transport Equation II: Almost sure growth
Simon C. Harris, Emma Horton, Andreas E. Kyprianou
The neutron transport equation (NTE) describes the flux of neutrons across a planar cross-section in an inhomogeneous fissile medium when the process of nuclear fission is active.…