161 citations · 325 across the 17 of their papers we have counts for
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math.PR2012
Branching Brownian motion in strip: survival near criticality
Simon Harris, Marion Hesse, Andreas E. Kyprianou
We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of surviva…
math.PR2012★ 1 cited
Multilevel Monte Carlo simulation for Levy processes based on the Wiener-Hopf factorisation
Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl +1
In Kuznetsov et al. (2011) a new Monte Carlo simulation technique was introduced for a large family of Levy processes that is based on the Wiener-Hopf decomposition. We pursue this…