185 citations · 819 across the 64 of their papers we have counts for
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math.PR2014
Optimal prediction for positive self-similar Markov processes
Erik Baurdoux, Andreas Kyprianou, Curdin Ott
This paper addresses the question of predicting when a positive self-similar Markov process X attains its pathwise global supremum or infimum before hitting zero for the first time…
math.HO2014
The UK financial mathematics M.Sc
A. E. Kyprianou
Postgraduate taught degrees in financial mathematics have been booming in popularity in the UK for the last 20 years. The fees for these courses are considerably higher than other…
math.PR2014★ 3 cited
New families of subordinators with explicit transition probability semigroup
James Burridge, Mateusz Kwaśnicki, Alexey Kuznetsov +1
There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its Lévy measure and Lap…