Andreas E. Kyprianou

Publication Activity (10 Years)

Years Active: 2004-2023
Publications (10 Years): 8

Top Topics

Monte Carlo Methods

Stochastic Differential Equations

Top Venues

J. Appl. Probab.

SIAM/ASA J. Uncertain. Quantification

Publications

Stylianos Loizidis, Spyros Theocharides, Venizelos Venizelou, Demetris Evagorou, George Makrides, Andreas E. Kyprianou, George E. Georghiou
Extreme Supervised Algorithm for Day Ahead Market Price Forecasting. ISC2 (2023)
Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou, Minmin Wang
Monte Carlo Methods for the Neutron Transport Equation. SIAM/ASA J. Uncertain. Quantification 10 (2) (2022)
Alexander M. G. Cox, Emma Horton, Andreas E. Kyprianou, Denis Villemonais
. SIAM J. Appl. Math. 81 (3) (2021)
Andreas E. Kyprianou, Juan Carlos Pardo, Matija Vidmar
Double hypergeometric Lévy processes and self-similarity. J. Appl. Probab. 58 (1) (2021)
Dorottya Fekete, Joaquín Fontbona, Andreas E. Kyprianou
Skeletal stochastic differential equations for superprocesses. J. Appl. Probab. 57 (4) (2020)
Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou, Minmin Wang
Monte-Carlo Methods for the Neutron Transport Equation. CoRR (2020)
Dorottya Fekete, Joaquín Fontbona, Andreas E. Kyprianou
Skeletal stochastic differential equations for continuous-state branching processes. J. Appl. Probab. 56 (4) (2019)
Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl
An Euler-Poisson scheme for Lévy driven stochastic differential equations. J. Appl. Probab. 53 (1) (2016)
Andreas E. Kyprianou, Juan Carlos Pardo, Alex R. Watson
The extended hypergeometric class of Lévy processes. J. Appl. Probab. 51 (A) (2014)
Andreas E. Kyprianou, Antonio Murillo-Salas, José Luis Pérez
An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier. J. Appl. Probab. 49 (3) (2012)
Andreas E. Kyprianou, Curdin Ott
Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum. J. Appl. Probab. 49 (4) (2012)
Andreas E. Kyprianou, Ronnie Loeffen, José Luis Pérez
Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes. J. Appl. Probab. 49 (1) (2012)
Andreas E. Kyprianou, Budhi Arta Surya
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels. Finance Stochastics 11 (1) (2007)
Andreas E. Kyprianou, George E. Georghiou
Wavelet Packet Denoising for On-Line Partial Discharge Detection in High Voltage Systems. ISIC (2005)
Charalambos D. Charalambous, Farzad Rezaei, Andreas E. Kyprianou
Relations between information theory, robustness, and statistical mechanics of stochastic systems. CDC (2004)
Farzad Rezaei, Charalambos D. Charalambous, Andreas E. Kyprianou
Optimization of nonlinear stochastic uncertain relaxed controlled systems: entropy rate functionals and robustness. CDC (2004)
Andreas E. Kyprianou
Some calculations for Israeli options. Finance Stochastics 8 (1) (2004)
Farzad Rezaei, Charalambos D. Charalambous, Andreas E. Kyprianou
Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: monotonicity properties and optimal sensitivity. CDC (2004)