2026 Andreas E. Kyprianou: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	48	1207	1032	94	81	223	9570

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Mathematics

1207

1032

223

9570

Overview

Andreas E. Kyprianou is affiliated with the University of Warwick in the United Kingdom. Their main field of study is Mathematics, with a focus on several subfields including Mathematical Physics, Statistics and Probability, Finance, Condensed Matter Physics, and Aerospace Engineering. The primary research topics covered in their work include stochastic processes and statistical mechanics, Markov Chains and Monte Carlo methods, stochastic processes and financial applications, theoretical and computational physics, nuclear reactor physics and engineering, diffusion and search dynamics, and mathematical dynamics and fractals.

The frequent publication venues for Andreas E. Kyprianou's research comprise:

arXiv (Cornell University)
The Annals of Applied Probability
Stochastic Processes and their Applications
The Annals of Probability
Probability Theory and Related Fields

Recent papers authored or co-authored by Kyprianou include:

"Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics" (2020), published in The Annals of Applied Probability
"Entrance and exit at infinity for stable jump diffusions" (2020), published in The Annals of Probability
"Asymptotic moments of spatial branching processes" (2022), published in Probability Theory and Related Fields
"Entrance laws at the origin of self-similar Markov processes in high dimensions" (2020), published in Transactions of the American Mathematical Society
"Monte Carlo Methods for the Neutron Transport Equation" (2022), published in SIAM/ASA Journal on Uncertainty Quantification

Frequent co-authors include:

Emma Horton
Juan Carlos Pardo
Simon C. Harris
Alexander M. G. Cox
Víctor M. Hernández Rivero

Kyprianou's book publications span multiple publishers and topics. Titles include:

"Stable Lévy Processes via Lamperti-Type Representations" (2022), published by Cambridge University Press
"Stochastic Neutron Transport" (2023), published under Probability and its Applications
"A Lifetime of Excursions Through Random Walks and Lévy Processes" (2021), published by Springer International Publishing

Best Publications

Introductory Lectures on Fluctuations of Lévy Processes with Applications

Andreas E. Kyprianou

1289
Citations
Fluctuations of Lévy Processes with Applications

Andreas E. Kyprianou

469
Citations
Fluctuations of Lévy Processes with Applications: Introductory Lectures

Andreas E. Kyprianou

420
Citations
The Theory of Scale Functions for Spectrally Negative Lévy Processes

Alexey Kuznetsov;Andreas E. Kyprianou;Victor Rivero

416
Citations
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options

F Avram;A E Kyprianou;Martijn Pistorius

320
Citations
Some remarks on first passage of Levy processes, the American put and pasting principles

L. Alili;A. E. Kyprianou

279
Citations
Measure change in multitype branching

J. D. Biggins;A. E. Kyprianou

259
Citations
Ruin probabilities and overshoots for general Lévy insurance risk processes

Claudia Kluppelberg;Andreas E. Kyprianou;Ross A. Maller

238
Citations
Smoothness of scale functions for spectrally negative Lévy processes

Terence Chan;Andreas Kyprianou;Mladen Savov

185
Citations
SENETA-HEYDE NORMING IN THE BRANCHING RANDOM WALK

J D Biggins;Andreas E Kyprianou

169
Citations
Overshoots and undershoots of Lèvy processes

R. A. Doney;A. E. Kyprianou

167
Citations
IDENTIFICATION OF HYSTERETIC SYSTEMS USING THE DIFFERENTIAL EVOLUTION ALGORITHM

Andreas Kyprianou;K. Worden;M. Panet

165
Citations
Exotic Option Pricing and Advanced Levy Models

Andreas E. Kyprianou;Wim Schoutens;Paul Wilmott

138
Citations
Some calculations for Israeli options

Andreas E. Kyprianou

131
Citations
Meromorphic Lévy processes and their fluctuation identities.

Alexey Kuznetsov;Andreas E. Kyprianou;Juan Carlos Pardo

125
Citations
Fixed Points of the Smoothing Transform: the Boundary Case

John D Biggins;Andreas E Kyprianou

121
Citations
Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process

A. E. Kyprianou;Z. Palmowski

118
Citations
Refracted Lévy processes

Andreas E Kyprianou;R L Loeffen

116
Citations
Perpetual options and Canadization through fluctuation theory

A E Kyprianou;Martijn Pistorius

114
Citations
Local extinction versus local exponential growth for spatial branching processes

János Engländer;Andreas E. Kyprianou

113
Citations
A note on scale functions and the time value of ruin for Levy insurance risk processes

Enrico Biffis;Andreas E. Kyprianou

109
Citations

Frequent Co-Authors

Simon R. Harris Wellcome Sanger Institute

Erhan Bayraktar University of Michigan–Ann Arbor

Robert Scheichl Heidelberg University

Goran Peskir University of Manchester

Wim Schoutens KU Leuven

Renming Song University of Illinois at Urbana-Champaign

Claudia Klüppelberg Technical University of Munich

Dilip B. Madan University of Maryland, College Park

Ben Hambly University of Oxford

Walter Schachermayer University of Vienna

External Links

Personal website of Andreas E. Kyprianou Google Scholar page

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