Professor David Applebaum

School of Mathematical and Physical Sciences

Emeritus Professor of Mathematics and Statistics

d.applebaum@sheffield.ac.uk
+44 114 222 3703

Full contact details

Professor David Applebaum
School of Mathematical and Physical Sciences
Hicks Building
Hounsfield Road
ºù«Ӱҵ
S3 7RH
Profile

Professor Applebaum graduated with an MA from the University of St Andrews in 1979. He obtained an MSc in mathematical physics from Nottingham University (1982) and a PhD there in quantum probability (1984), supervised by R L Hudson. After postdoctoral appointments in Rome, Nottingham and Bielefeld, he took a lectureship at Nottingham Trent University (then Trent Polytechnic) in 1987, becoming a Reader in 1994 and Professor in 1998, before moving to ºù«Ӱҵ in 2004. Professor Applebaum now works in probability theory.

Research interests
  1. Stochastic calculus and stochastic differential equations driven by processes with jumps, especially Levy processes
  2. Probability theory on abstract structures - particularly Lie groups, symmetric spaces and Banach spaces
Publications

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All publications

Books

  • Applebaum D (2019) Semigroups of Linear Operators. Cambridge University Press. RIS download Bibtex download
  • Applebaum D (2014) . Springer International Publishing. RIS download Bibtex download
  • Applebaum D (2012) Limits, Limits Everywhere The Tools of Mathematical Analysis. OUP Oxford. RIS download Bibtex download
  • Applebaum D (2008) . Cambridge University Press. RIS download Bibtex download
  • Applebaum D (2004) Lévy Processes and Stochastic Calculus. Cambridge University Press. RIS download Bibtex download

Journal articles

  • Applebaum D & Le Ngan T (2020) . Positivity. RIS download Bibtex download
  • Applebaum D & Brockway RS (2020) . Journal of Theoretical Probability. RIS download Bibtex download
  • Applebaum D & Le Ngan T (2019) . Journal of the London Mathematical Society. RIS download Bibtex download
  • Applebaum D (2019) . Communications on Stochastic Analysis, 13(1). RIS download Bibtex download
  • Applebaum DB & Le Ngan T (2018) . Potential Analysis, 49(3), 479-501. RIS download Bibtex download
  • Applebaum D (2017) . Forum Mathematicum, 29(6). RIS download Bibtex download
  • Applebaum D (2017) . Forum Mathematicum, 29(3). RIS download Bibtex download
  • Applebaum DB (2016) Convolution semigroups of probability measures on Gelfand pairs, revisited. Communications on Stochastic Analysis, 10(4), 473-490. RIS download Bibtex download
  • Applebaum D & Blackwood S (2015) . Journal of Applied Probability, 52(03), 636-648. RIS download Bibtex download
  • Applebaum D & Blackwood S (2015) . Journal of Applied Probability, 52(3), 636-648. RIS download Bibtex download
  • Applebaum D & van Neerven J (2015) . Infinite Dimensional Analysis, Quantum Probability and Related Topics, 18(01), 1550003-1550003. RIS download Bibtex download
  • Applebaum D (2015) . Probability Surveys, 12(0), 33-54. RIS download Bibtex download
  • Applebaum D & van Neerven J (2014) . Electronic Journal of Probability, 19. RIS download Bibtex download
  • Applebaum D (2013) Smoothness of densities on Compact Lie Groups. Rendiconti del Seminario Matematico, 71(2), 197-208. RIS download Bibtex download
  • Applebaum DB & Dooley A (2013) A Generalised Gangolli-L evy-Khintchine Formula for In nitely Divisible Measures and L evy Processes on Semi-Simple Lie Groups and Symmetric Spaces. Annales d'Institut Henri Poincare: Probability and Statistics. RIS download Bibtex download
  • Applebaum DB & Banuelos R (2013) Martingale transform and Levy processes on Lie groups. Indiana University Mathematics Journal. RIS download Bibtex download
  • Manton JH, Applebaum D, Ikeda S & Le Bihan N (2013) . IEEE Journal on Selected Topics in Signal Processing, 7(4), 573-575. RIS download Bibtex download
  • Applebaum D (2011) . Bulletin of the London Mathematical Society, 43(6), 1245-1247. RIS download Bibtex download
  • Applebaum D (2011) Pseudo-differential operators and Markov semigroups on compact Lie groups. Journal of Mathematical Analysis and Applications. RIS download Bibtex download
  • Applebaum D & Siakalli M (2010) . STOCH DYNAM, 10(4), 509-527. RIS download Bibtex download
  • Applebaum D (2010) . B LOND MATH SOC, 42, 948-948. RIS download Bibtex download
  • Applebaum D & Riedle M (2009) Cylindrical Levy processes in Banach spaces. RIS download Bibtex download
  • Applebaum D & Siakalli M (2009) . Journal of Applied Probability, 46(04), 1116-1129. RIS download Bibtex download
  • Applebaum D & Siakalli M (2009) ASYMPTOTIC STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY LEVY NOISE. J APPL PROBAB, 46(4), 1116-1129. RIS download Bibtex download
  • Applebaum D (2009) . IEEE Trans Neural Netw, 20(12), 1993-1995. RIS download Bibtex download
  • Applebaum D (2009) . SEMIGROUP FORUM, 79(2), 217-228. RIS download Bibtex download
  • Applebaum D (2008) . B LOND MATH SOC, 40, 1038-1044. RIS download Bibtex download
  • Inassaridze H, Applebaum D & Löwe B (2008) . Tbilisi Mathematical Journal, 1(none). RIS download Bibtex download
  • Applebaum D (2007) . POTENTIAL ANAL, 26(1), 79-100. RIS download Bibtex download
  • Applebaum D (2007) . Journal of Applied Analysis, 13(2), 275-290. RIS download Bibtex download
  • Applebaum D (2006) Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space. LECT NOTES MATH, 1874, 171-196. RIS download Bibtex download
  • Applebaum D (2005) Levy Processes in Euclidean Spaces and Groups. LECT NOTES MATH, 1865, 1-98. RIS download Bibtex download
  • Applebaum D (2005) . STOCH ANAL APPL, 23(3), 595-611. RIS download Bibtex download
  • Applebaum D (2004) Lévy processes - From probability to finance and quantum groups. Notices of the American Mathematical Society, 51(11), 1336-1347. RIS download Bibtex download
  • Applebaum D (2002) On a class of non-translation invariant Feller semigroups on Lie groups. POTENTIAL ANAL, 16(2), 103-114. RIS download Bibtex download
  • Applebaum D & Tang FC (2001) Stochastic flows of diffeomorpbisms on manifolds driven by infinite-dimensional semimartingales with jumps. STOCH PROC APPL, 92(2), 219-236. RIS download Bibtex download
  • Applebaum D (2001) Operator-valued stochastic differential equations arising from unitary group representations. J THEOR PROBAB, 14(1), 61-76. RIS download Bibtex download
  • Applebaum D (2000) Compound Poisson processes and Levy processes in groups and symmetric spaces. J THEOR PROBAB, 13(2), 383-425. RIS download Bibtex download
  • Applebaum D & Wu JL (2000) . Random Operators and Stochastic Equations, 8(3), 245-259. RIS download Bibtex download
  • Applebaum D & Estrade A (2000) Isotropic Levy processes on Riemannian manifolds. ANN PROBAB, 28(1), 166-184. RIS download Bibtex download
  • Applebaum D & Kunita H (2000) Invariant measures for Levy flows of diffeomorphisms. P ROY SOC EDINB A, 130, 925-946. RIS download Bibtex download
  • Applebaum D (1998) Quantum martingale measures and stochastic partial differential equations in Fock space. J MATH PHYS, 39(6), 3019-3030. RIS download Bibtex download
  • Applebaum D & Cohen S (1997) Stochastic parallel transport along Levy flows of diffeomorphisms. J MATH ANAL APPL, 207(2), 496-505. RIS download Bibtex download
  • APPLEBAUM D (1995) SPECTRAL FAMILIES OF QUANTUM STOCHASTIC INTEGRALS. COMMUN MATH PHYS, 170(3), 607-628. RIS download Bibtex download
  • APPLEBAUM D (1995) FERMION STOCHASTIC CALCULUS IN DIRAC-FOCK SPACE. J PHYS A-MATH GEN, 28(2), 257-270. RIS download Bibtex download
  • APPLEBAUM D (1995) ON THE 2ND QUANTIZATION OF HILBERT-SCHMIDT PROCESSES. ANN I H POINCARE-PHY, 62(1), 1-16. RIS download Bibtex download
  • APPLEBAUM D (1994) UNITARY ACTIONS OF LEVY FLOWS OF DIFFEOMORPHISMS. J MULTIVARIATE ANAL, 49(2), 266-277. RIS download Bibtex download
  • APPLEBAUM D & KUNITA H (1993) LEVY FLOWS ON MANIFOLDS AND LEVY PROCESSES ON LIE-GROUPS. J MATH KYOTO U, 33(4), 1103-1123. RIS download Bibtex download
  • APPLEBAUM D (1993) LEVY FLOWS ON MANIFOLDS AND OPERATOR-ALGEBRAS. MATH NOTES+, 54(3-4), 981-986. RIS download Bibtex download
  • APPLEBAUM D (1993) FERMIONIC STOCHASTIC DIFFERENTIAL-EQUATIONS AND THE INDEX OF FREDHOLM OPERATORS. LETT MATH PHYS, 28(3), 231-237. RIS download Bibtex download
  • Applebaum D (1993) . Reports on Mathematical Physics, 32(1), 117-132. RIS download Bibtex download
  • Applebaum D (1993) . Journal of Theoretical Probability, 6(1), 17-32. RIS download Bibtex download
  • Applebaum D (1991) . Bulletin of the London Mathematical Society, 23(5), 493-496. RIS download Bibtex download
  • APPLEBAUM D (1990) QUANTUM DIFFUSIONS ON INVOLUTIVE ALGEBRAS. LECTURE NOTES IN MATHEMATICS, 1442, 70-85. RIS download Bibtex download
  • Applebaum D (1988) . Letters in Mathematical Physics, 16(2), 93-99. RIS download Bibtex download
  • APPLEBAUM DB & HUDSON RL (1984) FERMION ITO FORMULA AND STOCHASTIC EVOLUTIONS. COMMUN MATH PHYS, 96(4), 473-496. RIS download Bibtex download
  • Aida S, Applebaum D, Ishikawa Y, Kohatsu-Higa A & Privault N () . Journal of Stochastic Analysis, 2(3). RIS download Bibtex download
  • Applebaum D () Aspects of Recurrence and Transience for Levy Processes in Transformation Groups and Non-Compact Riemannian Symmetric Pairs. RIS download Bibtex download
  • Applebaum D () . Annals of Probability, 39(6), 2474-2496. RIS download Bibtex download

Conference proceedings papers

  • Applebaum D & Liao M (2021) (pp 25-46) RIS download Bibtex download
  • Applebaum DB (2016) . Séminaire de Probabilités XLVIII, Vol. 2168 (pp 469-480) RIS download Bibtex download
  • Applebaum D & Bañuelos R (2015) . Analytic Methods in Interdisciplinary Applications, Vol. 116 (pp 17-40). Switzerland, 5 August 2013 - 9 August 2013. RIS download Bibtex download
  • Applebaum D (1990) (pp 70-85) RIS download Bibtex download
Research group

Grants

Past grants, as Principal Investigator

EPSRC
EPSRC

Past grants, as Coinvestigator

EPSRC
Teaching interests

Analysis, probability, measure theory