Professor David Applebaum
School of Mathematical and Physical Sciences
Emeritus Professor of Mathematics and Statistics
+44 114 222 3703
Full contact details
School of Mathematical and Physical Sciences
Hicks Building
Hounsfield Road
91Ö±²¥
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 91Ö±²¥ 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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