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
91Ö±²¥
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 91Ö±²¥ 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