David Applebaum
Finance · 2004–2016
A researcher in the Science corpus: 5 papers; trusts 14 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it; #7,658 of 10,518 by trust here, #7,920 by citations
- Mathematical Physics — 7 citations into it; #6,575 of 8,562 by trust here, #7,431 by citations
Whom David Applebaum trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Yuhong Yang
- Ole E. Barndorff-Nielsen
- Giuseppe Da Prato
- Elisa Nicolato
- Marco Fuhrman
- Mihály Kovács
- Hiroshi Kunita
- Jerzy Zabczyk
- René L. Schilling
- Enrico Priola
Who trusts David Applebaum overall
- Jinggang Tan
- X. Cabré
- Mingqi Xiang
- Binlin Zhang
- Xiang Mingqi
- Patrizia Pucci
- Rodrigo Bañuelos
- Xiaojun Chang
- Vicentiu D. Rădulescu
- Haijun Luo
Papers from David Applebaum's perspective
Ordered by how strongly the researchers David Applebaum trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic equations in infinite dimensions
- Information Theory, Inference, and Learning Algorithms
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
- Stochastic Equations in Infinite Dimensions
- Generalized Mehler Semigroups: The Non-Gaussian Case
- Financial Modelling with Jump Processes
- Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- Lévy processes : theory and applications
- Lévy Processes in Finance: Pricing Financial Derivatives
Their papers
- Analysis and geometry of Markov diffusion operators (2016) — 173 citations
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (2009) — 133 citations
- Cylindrical Lévy processes in Banach spaces (2009) — 61 citations
- Martingale-Valued Measures, Ornstein-Uhlenbeck Processes with Jumps and Operator Self-Decomposability in Hilbert Space (2006) — 55 citations
- Lévy Processes—From Probability to Finance and Quantum Groups (2004) — 486 citations