Andreas E. Kyprianou

Orcid: 0000-0002-5037-2051

According to our database1, Andreas E. Kyprianou authored at least 17 papers between 2004 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Extreme Supervised Algorithm for Day Ahead Market Price Forecasting.
Proceedings of the IEEE International Smart Cities Conference, 2023

2022
Monte Carlo Methods for the Neutron Transport Equation.
SIAM/ASA J. Uncertain. Quantification, 2022

2021
Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and k<sub>tteff</sub>.
SIAM J. Appl. Math., 2021

Double hypergeometric Lévy processes and self-similarity.
J. Appl. Probab., 2021

2020
Skeletal stochastic differential equations for superprocesses.
J. Appl. Probab., 2020

2019
Skeletal stochastic differential equations for continuous-state branching processes.
J. Appl. Probab., 2019

2016
An Euler-Poisson scheme for Lévy driven stochastic differential equations.
J. Appl. Probab., 2016

2014
The extended hypergeometric class of Lévy processes.
J. Appl. Probab., 2014

2012
Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum.
J. Appl. Probab., 2012

An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier.
J. Appl. Probab., 2012

Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes.
J. Appl. Probab., 2012

2007
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels.
Finance Stochastics, 2007

2005
Wavelet Packet Denoising for On-Line Partial Discharge Detection in High Voltage Systems.
Proceedings of the Intelligent Control, 2005

2004
Some calculations for Israeli options.
Finance Stochastics, 2004

Optimization of nonlinear stochastic uncertain relaxed controlled systems: entropy rate functionals and robustness.
Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: monotonicity properties and optimal sensitivity.
Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

Relations between information theory, robustness, and statistical mechanics of stochastic systems.
Proceedings of the 43rd IEEE Conference on Decision and Control, 2004


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