APPLEBAUM.STAFF.SHEF.AC.UK

Dave Applebaum's Home Page

Dave Applebaum's Home Page. Research Papers and Publications. UK Futures TV interview about my work. MAS221: Analysis (Semester 1). MAS350/451: Measure and Probability. London Mathematical Society Scheme 3 Group: Noncommutative Harmonic Analysis and Probability. 7th International Conference on Levy Processes, July 2013. School of Mathematics and Statistics. Email link: d.applebaum@sheffield.ac.uk. Last updated 17th August 2017.

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Dave Applebaum's Home Page | applebaum.staff.shef.ac.uk Reviews

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Dave Applebaum's Home Page. Research Papers and Publications. UK Futures TV interview about my work. MAS221: Analysis (Semester 1). MAS350/451: Measure and Probability. London Mathematical Society Scheme 3 Group: Noncommutative Harmonic Analysis and Probability. 7th International Conference on Levy Processes, July 2013. School of Mathematics and Statistics. Email link: d.applebaum@sheffield.ac.uk. Last updated 17th August 2017.

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Dave Applebaum's Home Page | applebaum.staff.shef.ac.uk Reviews

https://applebaum.staff.shef.ac.uk

Dave Applebaum's Home Page. Research Papers and Publications. UK Futures TV interview about my work. MAS221: Analysis (Semester 1). MAS350/451: Measure and Probability. London Mathematical Society Scheme 3 Group: Noncommutative Harmonic Analysis and Probability. 7th International Conference on Levy Processes, July 2013. School of Mathematics and Statistics. Email link: d.applebaum@sheffield.ac.uk. Last updated 17th August 2017.

INTERNAL PAGES

applebaum.staff.shef.ac.uk

1

London Mathematical Society Scheme 3 Group: Noncommutative Harmonic Analysis and Probability website

http://applebaum.staff.shef.ac.uk/lmschap.html

London Mathematical Society Scheme 3 Group: Noncommutative Harmonic Analysis and Probability. This group was set up in 2012-13 by Dave Applebaum (Sheffield). Michael Ruzhansky (Imperial College). Eugene Shargorodsky (Kings College). The purpose of the group is to explore techniques of modern mathematical analysis such as pseudo-differential operators and study their application to harmonic analysis and probability theory on Euclidean spaces, Lie groups and symmetric spaces. List of Meetings Held.

2

Papers and Publications

http://applebaum.staff.shef.ac.uk/papers.html

For a full list of publications. Levy processes - from probability theory to finance and quantum groups,. Notices of the American Math Soc. 51. 1336-47 (2004) .pdf. Levy-type stochastic integrals with regularly varying tails,. Stochastic Analysis and its Applications, 23. 1-18 (2005) .pdf. Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space,. Seminaire de Probabilites 39. 171-97 (2005) .pdf. Methods of Functional Analysis and Topology, 12.

3

Books

http://applebaum.staff.shef.ac.uk/books.html

PROBABILITY ON COMPACT LIE GROUPS. LIMITS, LIMITS EVERYWHERE. PROBABILITY AND INFORMATION - AN INTEGRATED APPROACH (hardback). About the second edition. Second edition is now available (hardback). Errata for second edition. LEVY PROCESSES AND STOCHASTIC CALCULUS. About the second edition. Second edition is now available. Errata 3 (for second edition). LEVY PROCESSES IN EUCLIDEAN SPACES AND GROUPS in ` QUANTUM INDEPENDENT INCREMENT PROCESSES 1'. Last updated 15th January 2013.

4

MAS350 Measure and Probability website

http://applebaum.staff.shef.ac.uk/MPindex.html

University of Sheffield, MAS350 Measure and Probability. The following files are all in PDF format:. Chapter 1: Measure Spaces and Measure. Chapter 2: Measurable Functions. Chapter 3: Lebesgue Integration. Chapter 4: Probability and Measure. Additional material on Outer Measures for MAS451/6352. Additional material on Product Measures and Fubini's Theorem for MAS451/6352. Supplementary material on how Riemann integration fits into the Lebesgue theory. Additional problems on Outer Measures for MAS451/6352.

5

Editorial Board Membership

http://applebaum.staff.shef.ac.uk/Editorial.html

Stochastic Analysis and Applications. Honorary member as of 2015). Communications on Stochastic Analysis. IEEE Journal of Selected Topics in Signal Processing: Special Issue on Differential Geometry in Signal Processing. Past Membership of Editorial Boards:. Methodology and Computing in Applied Probability. Atlantis Studies in Probability and Statistics. Last updated 24th Auguust 2015.

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Dave Applebaum's Home Page

Dave Applebaum's Home Page. Research Papers and Publications. UK Futures TV interview about my work. MAS221: Analysis (Semester 1). MAS350/451: Measure and Probability. London Mathematical Society Scheme 3 Group: Noncommutative Harmonic Analysis and Probability. 7th International Conference on Levy Processes, July 2013. School of Mathematics and Statistics. Email link: d.applebaum@sheffield.ac.uk. Last updated 17th August 2017.

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