Items where authors include "Applebaum, D."

Article

Applebaum, D. and Brockway, R.S. (2021) L2 properties of Lévy generators on compact Riemannian manifolds. Journal of Theoretical Probability, 34 (2). pp. 1029-1042. ISSN 0894-9840

Applebaum, D. and Le Ngan, T. (2020) The positive maximum principle on symmetric spaces. Positivity, 24 (5). pp. 1519-1533. ISSN 1385-1292

Applebaum, D. and Le Ngan, T. (2020) The positive maximum principle on Lie groups. Journal of the London Mathematical Society, 101 (1). pp. 136-155. ISSN 0024-6107

Applebaum, D. (2019) On the spectrum of self-adjoint Lévy generators. Communications on Stochastic Analysis, 13 (1). ISSN 2688-6669

Applebaum, D. (2018) Introductory topology, exercises and solutions by Mohammed Hichem Mortad, pp. 356, £40, (paper), ISBN 978-9-81314-802-4, World Scientific (2017). The Mathematical Gazette, 102 (553). pp. 185-186. ISSN 0025-5572

Applebaum, D. (2017) Probabilistic trace and Poisson summation formulae on locally compact abelian groups. Forum Mathematicum, 29 (3). pp. 501-517. ISSN 0933-7741

Applebaum, D. and Neerven, J. (2016) Second quantisation for skew convolution products of measures in Banach spaces. Electronic Journal of Probability, 19. 11. ISSN 1083-6489

Applebaum, D. and Blackwood, S. (2015) The Kalman-Bucy Filter for Integrable Levy Processes with Infinite Second Moment. Journal of Applied Probability, 52 (3). pp. 636-648. ISSN 0021-9002

Applebaum, D. and van Neerven, J. (2015) Second quantisation for skew convolution products of infinitely divisible measures. Infinite Dimensional Analysis, Quantum Probability and Related Topics (idaqp), 18 (1). ISSN 0219-0257

Applebaum, D. (2015) Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes. Probability Surveys, 12 (2015). 33 - 54. ISSN 1549-5787

Applebaum, D. (2011) Pseudo Differential Operators and Markov Semigroups on Compact Lie Groups. Journal of Mathematical Analysis and Applications, 384 (2). pp. 331-348. ISSN 0022-247X

Applebaum, D. and Siakalli, M. (2009) Asymptotic stability of stochastic differential equations driven by Lévy noise. Journal of Applied Probability , 46 (4). pp. 1116-1129. ISSN 0021-9002

Applebaum, D. (2009) Some L2 properties of semigroups of measures on Lie groups. Semigroup Forum, 79 (2). pp. 217-228. ISSN 0037-1912

Applebaum, D. (2009) Extending stochastic resonance for neuron models to general Levy noise. IEEE Transactions on Neural Networks, 20 (12). pp. 1993-1995. ISSN 1045-9227

Applebaum, D. (2009) Universal Malliavin calculus in Fock and Levy-Ito spaces. Communications on Stochastic Analysis, 3. pp. 119-41. ISSN 0973-9599

Applebaum, D. (2008) Probability measures on compact groups which have square-integrable densities. Bulletin of the London Mathematical Society, 40 (6). pp. 1038-1044. ISSN 0024-6093

Applebaum, D. (2007) On the infinitesimal generators of Ornstein–Uhlenbeck processes with jumps in Hilbert space. Potential Analysis, 26 (1). pp. 79-100. ISSN 0926-2601

Applebaum, D. (2007) Covariant Mehler semigroups in Hilbert space. Markov Processes and Related Fields, 13 (1). pp. 159-169. ISSN 1024-2953

Applebaum, D. (2007) Levy processes and stochastic integrals in Banach spaces. Probability and Mathematical Statistics- Wroclaw University, 27. pp. 75-88. ISSN 0208-4147

Applebaum, D. (2007) A Lévy-Ciesielski expansion for quantum Brownian motion and the construction of quantum Brownian bridges. Journal of Applied Analysis, 13 (2). pp. 275-290. ISSN 1425-6908

Applebaum, D. (2006) Brownian motion and Levy processes on locally compact groups. Methods of Functional Analysis and Topology, 12 (2). pp. 101-112.

Applebaum, D. (2005) Levy-type stochastic integrals with regularly varying tails. Stochastic Analysis and Applications, 23 (3). pp. 595-611. ISSN 0736-2994

Applebaum, D. (2004) Levy processes - from probability theory to finance and quantum groups. Notices of the American Mathematical Society, 51 (11). pp. 1336-1347. ISSN 0002-9920

Book Section

Applebaum, D. (2006) Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space. In: In Memoriam Paul-André Meyer. Lecture Notes in Mathematics, 1874 . Springer Berlin / Heidelberg , pp. 171-196. ISBN 978-3-540-30994-9