Professor David Applebaum
School of Mathematical and Physical Sciences
Emeritus Professor of Mathematics and Statistics
Full contact details
School of Mathematical and Physical Sciences
Hicks Building
Hounsfield Road
ºù«Ӱҵ
S3 7RH
- Profile
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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
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- Stochastic calculus and stochastic differential equations driven by processes with jumps, especially Levy processes
- Probability theory on abstract structures - particularly Lie groups, symmetric spaces and Banach spaces
- Publications
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Books
- Semigroups of Linear Operators. Cambridge University Press.
- . Springer International Publishing.
- Limits, Limits Everywhere The Tools of Mathematical Analysis. OUP Oxford.
- . Cambridge University Press.
- Lévy Processes and Stochastic Calculus. Cambridge University Press.
Journal articles
- . Positivity.
- . Journal of Theoretical Probability.
- . Journal of the London Mathematical Society.
- . Communications on Stochastic Analysis, 13(1).
- . Potential Analysis, 49(3), 479-501.
- . Forum Mathematicum, 29(6).
- . Forum Mathematicum, 29(3).
- Convolution semigroups of probability measures on Gelfand pairs, revisited. Communications on Stochastic Analysis, 10(4), 473-490.
- . Journal of Applied Probability, 52(03), 636-648.
- . Journal of Applied Probability, 52(3), 636-648.
- . Infinite Dimensional Analysis, Quantum Probability and Related Topics, 18(01), 1550003-1550003.
- . Probability Surveys, 12(0), 33-54.
- . Electronic Journal of Probability, 19.
- Smoothness of densities on Compact Lie Groups. Rendiconti del Seminario Matematico, 71(2), 197-208.
- 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.
- Martingale transform and Levy processes on Lie groups. Indiana University Mathematics Journal.
- . IEEE Journal on Selected Topics in Signal Processing, 7(4), 573-575.
- . Bulletin of the London Mathematical Society, 43(6), 1245-1247.
- Pseudo-differential operators and Markov semigroups on compact Lie groups. Journal of Mathematical Analysis and Applications.
- . STOCH DYNAM, 10(4), 509-527.
- . B LOND MATH SOC, 42, 948-948.
- Cylindrical Levy processes in Banach spaces.
- . Journal of Applied Probability, 46(04), 1116-1129.
- ASYMPTOTIC STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY LEVY NOISE. J APPL PROBAB, 46(4), 1116-1129.
- . IEEE Trans Neural Netw, 20(12), 1993-1995.
- . SEMIGROUP FORUM, 79(2), 217-228.
- . B LOND MATH SOC, 40, 1038-1044.
- . Tbilisi Mathematical Journal, 1(none).
- . POTENTIAL ANAL, 26(1), 79-100.
- . Journal of Applied Analysis, 13(2), 275-290.
- Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space. LECT NOTES MATH, 1874, 171-196.
- Levy Processes in Euclidean Spaces and Groups. LECT NOTES MATH, 1865, 1-98.
- . STOCH ANAL APPL, 23(3), 595-611.
- Lévy processes - From probability to finance and quantum groups. Notices of the American Mathematical Society, 51(11), 1336-1347.
- On a class of non-translation invariant Feller semigroups on Lie groups. POTENTIAL ANAL, 16(2), 103-114.
- Stochastic flows of diffeomorpbisms on manifolds driven by infinite-dimensional semimartingales with jumps. STOCH PROC APPL, 92(2), 219-236.
- Operator-valued stochastic differential equations arising from unitary group representations. J THEOR PROBAB, 14(1), 61-76.
- Compound Poisson processes and Levy processes in groups and symmetric spaces. J THEOR PROBAB, 13(2), 383-425.
- . Random Operators and Stochastic Equations, 8(3), 245-259.
- Isotropic Levy processes on Riemannian manifolds. ANN PROBAB, 28(1), 166-184.
- Invariant measures for Levy flows of diffeomorphisms. P ROY SOC EDINB A, 130, 925-946.
- Quantum martingale measures and stochastic partial differential equations in Fock space. J MATH PHYS, 39(6), 3019-3030.
- Stochastic parallel transport along Levy flows of diffeomorphisms. J MATH ANAL APPL, 207(2), 496-505.
- SPECTRAL FAMILIES OF QUANTUM STOCHASTIC INTEGRALS. COMMUN MATH PHYS, 170(3), 607-628.
- FERMION STOCHASTIC CALCULUS IN DIRAC-FOCK SPACE. J PHYS A-MATH GEN, 28(2), 257-270.
- ON THE 2ND QUANTIZATION OF HILBERT-SCHMIDT PROCESSES. ANN I H POINCARE-PHY, 62(1), 1-16.
- UNITARY ACTIONS OF LEVY FLOWS OF DIFFEOMORPHISMS. J MULTIVARIATE ANAL, 49(2), 266-277.
- LEVY FLOWS ON MANIFOLDS AND LEVY PROCESSES ON LIE-GROUPS. J MATH KYOTO U, 33(4), 1103-1123.
- LEVY FLOWS ON MANIFOLDS AND OPERATOR-ALGEBRAS. MATH NOTES+, 54(3-4), 981-986.
- FERMIONIC STOCHASTIC DIFFERENTIAL-EQUATIONS AND THE INDEX OF FREDHOLM OPERATORS. LETT MATH PHYS, 28(3), 231-237.
- . Reports on Mathematical Physics, 32(1), 117-132.
- . Journal of Theoretical Probability, 6(1), 17-32.
- . Bulletin of the London Mathematical Society, 23(5), 493-496.
- QUANTUM DIFFUSIONS ON INVOLUTIVE ALGEBRAS. LECTURE NOTES IN MATHEMATICS, 1442, 70-85.
- . Letters in Mathematical Physics, 16(2), 93-99.
- FERMION ITO FORMULA AND STOCHASTIC EVOLUTIONS. COMMUN MATH PHYS, 96(4), 473-496.
- . Journal of Stochastic Analysis, 2(3).
- Aspects of Recurrence and Transience for Levy Processes in Transformation Groups and Non-Compact Riemannian Symmetric Pairs.
- . Annals of Probability, 39(6), 2474-2496.
Conference proceedings papers
- Research group
- Grants
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Past grants, as Principal Investigator
EPSRC EPSRC Past grants, as Coinvestigator
EPSRC
- Teaching interests
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Analysis, probability, measure theory
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