Schriftenverzeichnis
Schriftenverzeichnis
Von den meisten der folgenden Publikationen finden Sie Vorabdrucke bei arXiv und bei Google Scholar.
Aktuelle Vorabdrucke
Stefan Tappe (2026): Rough path theory and an introduction to rough partial differential equations. Vorabdruck, 62 Seiten. (arXiv)
Eduardo Abi Jaber und Stefan Tappe (2026): Stochastic invariance in infinite dimension beyond Lipschitz coefficients. Vorabdruck, 84 Seiten. (arXiv)
Claudio Fontana, Eckhard Platen und Stefan Tappe (2026): Real-world models for multiple term structures: a unifying HJM semimartingale framework. Vorabdruck, 47 Seiten. (arXiv)
Julia Ackermann, Thomas Kruse und Stefan Tappe (2025): Stochastic passivity in stochastic differential equations: A port-Hamiltonian perspective. Vorabdruck, 38 Seiten. (arXiv)
Toshiyuki Nakayama und Stefan Tappe (2024): Distance between closed sets and the solutions to stochastic partial differential equations. Vorabdruck, 36 Seiten. (arXiv)
Buchbeiträge
Stefan Tappe (2025): Mild solutions to semilinear rough partial differential equations. Kapitel 2 des Buches „Fractional S(P)DEs - Theory, Numerics, and Optimal Control“, editiert von Wilfried Grecksch und Hannelore Lisei. World Scientific, 25-103. (URL) (arXiv)
Eckhard Platen und Stefan Tappe (2023): Exploiting arbitrage requires short selling. Kapitel 21 des Buches „Peter Carr Gedenkschrift“, editiert von Robert A. Jarrow und Dilip B. Madan. World Scientific, 725-752. (URL) (arXiv) Dieser Artikel ist auch in der internationalen Zeitschrift Frontiers of Mathematical Finance veröffentlicht worden. Weitere Details sind weiter unten zu finden.
Thorsten Schmidt und Stefan Tappe (2015): Dynamic term structure modelling with default and mortality risk: New results on existence and monotonicity. Kapitel des Buches „Stochastic Analysis. Special volume in honour of Jerzy Zabczyk“, editiert von Anna Chojnowska-Michalik, Szymon Peszat und Łukasz Stettner. Banach Center Publications 105(2015), 211-238. (URL) (arXiv)
Vidyadhar Mandrekar, Barbara Rüdiger und Stefan Tappe (2013): Itô's formula for Banach space valued jump processes driven by Poisson random measures. Kapitel des Buches „Seminar on Stochastic Analysis, Random Fields and Applications VII“, editiert von Robert C. Dalang, Marco Dozzi und Francesco Russo. Birkhäuser Verlag, Progress in Probability 67, 171-186. (URL)
Publikationen in internationalen Zeitschriften
Matthias Ehrhardt, Jochen Glück, Pavel Petrov und Stefan Tappe (2025): Square root operators and the well-posedness of pseudodifferential parabolic models of wave phenomena. Applied Mathematics Letters 171, Artikel Nr. 109644, 4 Seiten. (URL) (arXiv)
Rajeev Bhaskaran und Stefan Tappe (2025): Stochastic partial differential equations and invariant manifolds in embedded Hilbert spaces. Potential Analysis 62(1), 189-236. (URL) (arXiv)
Rajeev Bhaskaran und Stefan Tappe (2025): A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach. Statistics and Probability Letters 217, Artikel Nr. 110282, 9 Seiten. (URL) (arXiv)
Stefan Tappe (2025): Linear estimators for Gaussian random variables in Hilbert spaces. Theory of Probability and Mathematical Statistics 112, 129-152. (URL) (arXiv)
Stefan Tappe (2024): Invariant submanifolds for solutions to rough differential equations. Stochastics and Dynamics 24(8), Artikel Nr. 2550003, 24 Seiten. (URL) (arXiv) 🏆 Diese Publikation hat eine Auszeichnung erhalten. (Best Paper Awards 2024)
Stefan Tappe (2024): Invariant cones for jump-diffusions in infinite dimensions. Nonlinear Differential Equations and Applications 31(6), Artikel Nr. 107, 57 Seiten. (URL) (arXiv)
Eckhard Platen und Stefan Tappe (2023): No arbitrage and multiplicative special semimartingales. Advances in Applied Probability 55(3), 1033-1074. (URL) (arXiv)
Eckhard Platen und Stefan Tappe (2023): Exploiting arbitrage requires short selling. Frontiers of Mathematical Finance 2(3), 265-282. (URL) (arXiv) Dieser Artikel ist auch in dem Buch „Peter Carr Gedenkschrift“ veröffentlicht worden. Weitere Details sind weiter oben zu finden.
Stefan Tappe (2022): An addendum to "Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients". Theory of Probability and Mathematical Statistics 107, 173-184. (URL) (arXiv)
Stefan Tappe (2021): The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Theory of Probability and Mathematical Statistics 105, 51-68. (URL) (arXiv)
Stefan Tappe (2021): Permutation invariant strong law of large numbers for exchangeable sequences. Journal of Probability and Statistics, vol. 2021, Article ID 3637837, 5 Seiten. (URL) (arXiv)
Eckhard Platen und Stefan Tappe (2021): No-arbitrage concepts in topological vector lattices. Positivity 25(5), 1853-1898. (URL) (arXiv)
Stefan Tappe (2021): Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients. Theory of Probability and Mathematical Statistics 104, 113-122. (URL) (arXiv)
Stefan Tappe (2021): A note on the von Weizsäcker theorem. Statistics and Probability Letters 168, Artikel Nr. 108926, 6 Seiten. (URL) (arXiv)
Thorsten Schmidt, Stefan Tappe und Weijun Yu (2020): Infinite dimensional affine processes. Stochastic Processes and Their Applications 130(12), 7131-7169. (URL) (arXiv)
Toshiyuki Nakayama und Stefan Tappe (2018): Wong-Zakai approximations with convergence rate for stochastic partial differential equations. Stochastic Analysis and Applications 36(5), 832-857. (URL) (arXiv)
Stefan Tappe (2017): Invariance of closed convex cones for stochastic partial differential equations. Journal of Mathematical Analysis and Applications 451(2), 1077-1122. (URL) (arXiv)
Stefan Tappe (2016): Affine realizations with affine state processes for stochastic partial differential equations. Stochastic Processes and Their Applications 126(7), 2062-2091. (URL) (arXiv)
Stefan Tappe (2015): Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes. Electronic Communications in Probability 20(40), 1-11. (URL) (arXiv)
Stefan Tappe (2015): Existence of affine realizations for stochastic partial differential equations driven by Lévy processes. Proceedings of The Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 471(2178), Article ID 20150104, 19 Seiten. (URL) (arXiv)
Eckhard Platen und Stefan Tappe (2015): Real-world forward rate dynamics with affine realizations. Stochastic Analysis and Applications 33(4), 573-608. (URL) (arXiv)
Damir Filipović, Stefan Tappe und Josef Teichmann (2014): Invariant manifolds with boundary for jump-diffusions. Electronic Journal of Probability 19(51), 1-28. (URL) (arXiv)
Uwe Küchler und Stefan Tappe (2014): Exponential stock models driven by tempered stable processes. Journal of Econometrics 181(1), 53-63. (URL) (arXiv)
Stefan Tappe und Stefan Weber (2014): Stochastic mortality models: An infinite dimensional approach. Finance and Stochastics 18(1), 209-248. (URL) (arXiv)
Stefan Tappe (2013): Compact embeddings for spaces of forward rate curves. Abstract and Applied Analysis, vol. 2013, Article ID 709505, 6 Seiten. (URL) (arXiv)
Uwe Küchler und Stefan Tappe (2013): Tempered stable distributions and processes. Stochastic Processes and Their Applications 123(12), 4256-4293. (URL) (arXiv)
Stefan Tappe (2013): Foundations of the theory of semilinear stochastic partial differential equations. International Journal of Stochastic Analysis, vol. 2013, Article ID 798549, 25 Seiten. (URL) (arXiv)
Stefan Tappe (2013): The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Electronic Communications in Probability 18(24), 1-13. (URL) (arXiv)
Stefan Tappe (2013): The Itô integral with respect to an infinite dimensional Lévy process: A series approach. International Journal of Stochastic Analysis, vol. 2013, Article ID 703769, 14 Seiten. (URL) (arXiv)
Stefan Tappe (2012): Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures. International Journal of Stochastic Analysis, vol. 2012, Article ID 236327, 24 Seiten. (URL) (arXiv)
Stefan Tappe (2012): Existence of affine realizations for Lévy term structure models. Proceedings of The Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 468(2147), 3685-3704. (URL) (arXiv)
Barbara Rüdiger und Stefan Tappe (2012): Isomorphisms for spaces of predictable processes and an extension of the Itô integral. Stochastic Analysis and Applications 30(3), 529-537. (URL) (arXiv)
Damir Filipović, Stefan Tappe und Josef Teichmann (2010): Jump-diffusions in Hilbert spaces: Existence, stability and numerics. Stochastics 82(5), 475-520. (URL) (arXiv)
Damir Filipović, Stefan Tappe und Josef Teichmann (2010): Term structure models driven by Wiener processes and Poisson measures: Existence and positivity. SIAM Journal on Financial Mathematics 1(1), 523-554. (URL) (arXiv)
Stefan Tappe (2010): An alternative approach on the existence of affine realizations for HJM term structure models. Proceedings of The Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 466(2122), 3033-3060. (URL) (arXiv)
Stefan Tappe (2010): A note on stochastic integrals as L^2-curves. Statistics and Probability Letters 80(13-14), 1141-1145. (URL) (arXiv)
Uwe Küchler und Stefan Tappe (2009): Option pricing in bilateral Gamma stock models. Statistics and Decisions 27(4), 281-307. (URL) (arXiv)
Uwe Küchler und Stefan Tappe (2008): On the shapes of bilateral Gamma densities. Statistics and Probability Letters 78(15), 2478-2484. (URL) (arXiv)
Damir Filipović und Stefan Tappe (2008): Existence of Lévy term structure models. Finance and Stochastics 12(1), 83-115. (URL) (arXiv)
Uwe Küchler und Stefan Tappe (2008): Bilateral Gamma distributions and processes in financial mathematics. Stochastic Processes and Their Applications 118(2), 261-283. (URL) (arXiv)
Weitere Artikel auf dem PrePrint-Server arXiv
Rajeev Bhaskaran und Stefan Tappe (2022): Invariant manifolds for stochastic partial differential equations in continuously embedded Hilbert spaces. 74 Seiten, elektronischer Anhang zum Artikel „Stochastic partial differential equations and invariant manifolds in embedded Hilbert spaces“, der als ausführliche Version dieses Artikels betrachtet werden kann. (arXiv)
Stefan Tappe (2020): A simple mathematical model for the evolution of the corona virus. 6 Seiten. (arXiv)
Damir Filipović, Stefan Tappe und Josef Teichmann (2014): Stochastic partial differential equations and submanifolds in Hilbert spaces. 33 Seiten, elektronischer Anhang zum Artikel „Invariant manifolds with boundary for jump-diffusions“. Zweiter Teil der folgenden PDF-Datei. (arXiv)
Abschlussarbeiten
Stefan Tappe (2005): Finite dimensional realizations for term structure models driven by semimartingales. Doktorarbeit, Humboldt-Universität zu Berlin, 153 Seiten. (edoc-Server)
Stefan Tappe (2002): Cellular resolutions of monomial ideals. Diplomarbeit, Universität Paderborn, 171 Seiten.