A. Kyprianou

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

Showing 2020Show all

3 papers · 1 filter

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…

math.PR2020

Monte-Carlo Methods for the Neutron Transport Equation

Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou +1

This paper continues our treatment of the Neutron Transport Equation (NTE) building on the work in [arXiv:1809.00827v2], [arXiv:1810.01779v4] and [arXiv:1901.00220v3], which descri…

math.PR2020★ 1 cited

Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes

Mateusz Kwaśniki, Andreas E. Kyprianou, Sandra Palau +1

Suppose that $S$ is a closed set of the unit sphere $S^{d - 1} = {x \in R^{d} : ∣ x ∣ = 1}$ in dimension $d \geq 2$ , which has positive surface measure. We constr…