Books by David (University of Sheffield) Applebaum

The theory of semigroups of operators is a topic with great intellectual beauty and wide-ranging applications. This graduate-level introduction presents the essential elements of the theory, introducing the key notions and establishing the central theorems. A mixture of applications are included and further development directions are indicated.

An account of elementary real analysis positioned between a popular mathematics book and a first year college or university text. This book doesn't assume knowledge of calculus and, instead, the emphasis is on the application of analysis to number theory.

A unique development of these two subjects contained in a single volume. New topics featured in this fully revised edition include regular variation and subexponential distributions, characterisation of Levy processes with finite variation, multiple Wiener-Levy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Levy-driven SDEs.

An update of this popular introduction to probability theory and information theory with new material on Markov chains.