Relations between information theory, robustness, and statistical mechanics of stochastic systems. - Charalambos D. Charalambous; Farzad Rezaei; Andreas E. Kyprianou (CDC, 2004)

Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: monotonicity properties and optimal sensitivity. - Farzad Rezaei; Charalambos D. Charalambous; Andreas E. Kyprianou (CDC, 2004)

Optimization of nonlinear stochastic uncertain relaxed controlled systems: entropy rate functionals and robustness. - Farzad Rezaei; Charalambos D. Charalambous; Andreas E. Kyprianou (CDC, 2004)

Some calculations for Israeli options. - Andreas E. Kyprianou (Finance Stochastics, 2004)

Wavelet Packet Denoising for On-Line Partial Discharge Detection in High Voltage Systems. - Andreas E. Kyprianou; George E. Georghiou (ISIC, 2005)

Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels. - Andreas E. Kyprianou; Budhi Arta Surya (Finance Stochastics, 2007)

Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes. - Andreas E. Kyprianou; Ronnie Loeffen; José Luis Pérez (J. Appl. Probab., 2012)

An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier. - Andreas E. Kyprianou; Antonio Murillo-Salas; José Luis Pérez (J. Appl. Probab., 2012)

Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum. - Andreas E. Kyprianou; Curdin Ott (J. Appl. Probab., 2012)

The extended hypergeometric class of Lévy processes. - Andreas E. Kyprianou; Juan Carlos Pardo; Alexander R. Watson (J. Appl. Probab., 2014)

An Euler-Poisson scheme for Lévy driven stochastic differential equations. - Albert Ferreiro-Castilla; Andreas E. Kyprianou; Robert Scheichl (J. Appl. Probab., 2016)

Skeletal stochastic differential equations for continuous-state branching processes. - Dorottya Fekete; Joaquín Fontbona; Andreas E. Kyprianou (J. Appl. Probab., 2019)

Skeletal stochastic differential equations for superprocesses. - Dorottya Fekete; Joaquín Fontbona; Andreas E. Kyprianou (J. Appl. Probab., 2020)

Double hypergeometric Lévy processes and self-similarity. - Andreas E. Kyprianou; Juan Carlos Pardo; Matija Vidmar (J. Appl. Probab., 2021)

Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and ktteff. - Alexander M. G. Cox; Emma Horton; Andreas E. Kyprianou; Denis Villemonais (SIAM J. Appl. Math., 2021)

Monte Carlo Methods for the Neutron Transport Equation. - Alexander M. G. Cox; Simon C. Harris; Andreas E. Kyprianou; Minmin Wang (SIAM/ASA J. Uncertain. Quantification, 2022)

Extreme Supervised Algorithm for Day Ahead Market Price Forecasting. - Stylianos Loizidis; Spyros Theocharides; Venizelos Venizelou; Demetris Evagorou; George Makrides; Andreas E. Kyprianou; George E. Georghiou (ISC2, 2023)