Prof David Applebaum

Position: Emeritus professor
Home page:
Telephone: (0114) 2223703
Office: I11 Hicks building
Photo of David Applebaum


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


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


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.

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.

Working arrangements:

I currently work only one day a week and that is usually Tuesday.