Prof David Applebaum
Director of MSRC (Mathematics and Statistics Research Centre)
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.
(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.
Analysis, probability, measure theory.