Prof David Applebaum


Position: Professor
Home page: http://www.applebaum.staff.shef.ac.uk/
Email:
Telephone: (0114) 2223703
Office: I14 Hicks building
Photo of David Applebaum

Teaching:

MAS221 Analysis Information Home page
MAS331 Metric Spaces Information Home page
MAS6352 Analysis II Information uses MOLE


Research:


Interests: Analytic probability; probability and stochastic processes on abstract structures; stochastic analysis
Research groups: Analysis, Probability
Publications: Preprint page, ArXiv, MathSciNet

Grants

Past grants, as Principal Investigator
Probability - Theory and applications (workshop) EPSRC
Probability - Theory and applications (workshop) EPSRC
Past grants, as Coinvestigator
Noncommutativity, geometry and probability EPSRC

Roles:

Director of MSRC (Mathematics and Statistics Research Centre)

Biography:

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 Sheffield in 2004. Professor Applebaum now works in probability theory.

Research interests:

(i) Stochastic calculus and stochastic differential equations driven by processes with jumps, especially Levy processes.
(ii) Probability theory on abstract structures - particularly Lie groups, symmetric spaces and Banach spaces.

Teaching interests:

Analysis, probability, measure theory.