41 citations · 71 across the 19 of their papers we have counts for
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math.PR2013
Probabilistic Approach to Fractional Integrals and the Hardy-Littlewood-Sobolev Inequality
David Applebaum, Rodrigo Banuelos
We give a short summary of Varopoulos' generalised Hardy-Littlewood-Sobolev inequality for self-adjoint semigroups and give a new probabilistic representation of the classi…
math.PR2013
The Kalman-Bucy Filter for Integrable Lévy Processes With Infinite Second Moment
David Applebaum, Stefan Blackwood
We extend the Kalman-Bucy filter to the case where both the system and observation processes are driven by finite dimensional Lévy processes, but whereas the process driving the sy…
math.PR2013
Second quantisation for skew convolution products of measures in Banach spaces
David Applebaum, Jan van Neerven
We study measures in Banach space which arise as the skew convolution product of two other measures where the convolution is deformed by a skew map. This is the structure that unde…