D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Mathematics D-index 44 Citations 7,728 152 World Ranking 816 National Ranking 55

Overview

What is he best known for?

The fields of study he is best known for:

  • Mathematical analysis
  • Probability theory
  • Algebra

His scientific interests lie mostly in Lévy process, Mathematical economics, Calculus, Applied mathematics and Optimal stopping. His studies in Lévy process integrate themes in fields like Factorization, Statistical physics, First-hitting-time model and Scale. As a part of the same scientific family, Andreas E. Kyprianou mostly works in the field of Scale, focusing on Laplace transform and, on occasion, Combinatorics.

His Mathematical economics research incorporates themes from Dividend, Payment and Valuation of options, Asian option. His study looks at the intersection of Calculus and topics like Excursion with Itō calculus. He combines subjects such as Mathematical theory and Distribution with his study of Applied mathematics.

His most cited work include:

  • Introductory Lectures on Fluctuations of Lévy Processes with Applications (634 citations)
  • Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (253 citations)
  • The Theory of Scale Functions for Spectrally Negative Lévy Processes (239 citations)

What are the main themes of his work throughout his whole career to date?

The scientist’s investigation covers issues in Lévy process, Pure mathematics, Statistical physics, Combinatorics and Applied mathematics. His study focuses on the intersection of Lévy process and fields such as Optimal stopping with connections in the field of Stochastic game. His Pure mathematics research incorporates elements of Class, Type, Stable process and Calculus.

His Branching process study, which is part of a larger body of work in Statistical physics, is frequently linked to Neutron transport, bridging the gap between disciplines. Andreas E. Kyprianou works mostly in the field of Branching process, limiting it down to topics relating to Martingale and, in certain cases, Branching random walk and Mathematical analysis, as a part of the same area of interest. His study in the fields of Bellman equation under the domain of Mathematical economics overlaps with other disciplines such as Moment.

He most often published in these fields:

  • Lévy process (40.48%)
  • Pure mathematics (24.21%)
  • Statistical physics (16.67%)

What were the highlights of his more recent work (between 2016-2021)?

  • Pure mathematics (24.21%)
  • Statistical physics (16.67%)
  • Branching process (12.70%)

In recent papers he was focusing on the following fields of study:

His primary areas of investigation include Pure mathematics, Statistical physics, Branching process, Semigroup and Neutron transport. His biological study spans a wide range of topics, including Class, Path, Stable process and Lévy process. His Lévy process research is multidisciplinary, relying on both Factorization, Optimal stopping, Self-similarity and Mathematical analysis.

His Statistical physics research is multidisciplinary, incorporating perspectives in Representation and Limit. The Branching process study combines topics in areas such as Stochastic differential equation, Probabilistic analysis of algorithms, Countable set and Superprocess. His Semigroup research includes elements of Infinity and Variety.

Between 2016 and 2021, his most popular works were:

  • Real self-similar processes started from the origin (25 citations)
  • Unbiased `walk-on-spheres' Monte Carlo methods for the fractional Laplacian (20 citations)
  • Extinction properties of multi-type continuous-state branching processes (15 citations)

In his most recent research, the most cited papers focused on:

  • Mathematical analysis
  • Probability theory
  • Algebra

Andreas E. Kyprianou focuses on Pure mathematics, Semigroup, Lévy process, Stable process and Neutron transport. The various areas that he examines in his Pure mathematics study include Type, Domain, Infimum and supremum and Interval. Andreas E. Kyprianou has researched Infimum and supremum in several fields, including Range, Path, Point and Subordinator.

His biological study deals with issues like Mathematical analysis, which deal with fields such as Almost surely and Duality. His research in Stable process focuses on subjects like Class, which are connected to Complement, Excursion and Stationary distribution. His research investigates the link between Statistical physics and topics such as Representation that cross with problems in Markov additive process.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Introductory Lectures on Fluctuations of Lévy Processes with Applications

Andreas E. Kyprianou.
(2008)

1234 Citations

Fluctuations of Lévy Processes with Applications: Introductory Lectures

Andreas E. Kyprianou.
(2014)

387 Citations

The Theory of Scale Functions for Spectrally Negative Lévy Processes

Alexey Kuznetsov;Andreas E. Kyprianou;Victor Rivero.
arXiv: Probability (2012)

354 Citations

Fluctuations of Lévy Processes with Applications

Andreas E. Kyprianou.
(2014)

298 Citations

Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options

F Avram;A E Kyprianou;Martijn Pistorius.
Annals of Applied Probability (2004)

284 Citations

Some remarks on first passage of Lévy processes, the American put and pasting principles

L. Alili;A. E. Kyprianou.
Annals of Applied Probability (2005)

261 Citations

Ruin probabilities and overshoots for general Lévy insurance risk processes

Claudia Kluppelberg;Andreas E. Kyprianou;Ross A. Maller.
Annals of Applied Probability (2004)

219 Citations

Measure change in multitype branching

J. D. Biggins;A. E. Kyprianou.
Advances in Applied Probability (2004)

211 Citations

SENETA-HEYDE NORMING IN THE BRANCHING RANDOM WALK

J D Biggins;Andreas E Kyprianou.
Annals of Probability (1997)

160 Citations

Smoothness of scale functions for spectrally negative Lévy processes

Terence Chan;Andreas Kyprianou;Mladen Savov.
Probability Theory and Related Fields (2011)

158 Citations

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Profile was last updated on December 6th, 2021.
Research.com Ranking is based on data retrieved from the Microsoft Academic Graph (MAG).
The ranking d-index is inferred from publications deemed to belong to the considered discipline.

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