Professor David Applebaum

School of Mathematics and Statistics

Emeritus Professor
+44 114 222 3703

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Professor David Applebaum
School of Mathematics and Statistics
Hicks Building
Hounsfield Road
S3 7RH

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
  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

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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
Teaching interests

Analysis, probability, measure theory