Publications

For most of the following publications you can find preprints on arXiv and on Google Scholar.

Textbooks

• Stefan Tappe (2023): Stochastische partielle Differentialgleichungen (translated title: Stochastic Partial Differential Equations). Springer-Verlag GmbH, 57 pages. (URL)

• Stefan Tappe (2013): Einführung in die Wahrscheinlichkeitstheorie (translated title: Introduction to Probability Theory). Springer-Verlag Berlin Heidelberg, 303 pages. (URL)

Current Preprints

• Stefan Tappe (2026): Rough path theory and an introduction to rough partial differential equations. Preprint, 62 pages. (arXiv)

• Eduardo Abi Jaber and Stefan Tappe (2026): Stochastic invariance in infinite dimension beyond Lipschitz coefficients. Preprint, 84 pages. (arXiv)

• Claudio Fontana, Eckhard Platen and Stefan Tappe (2026): Real-world models for multiple term structures: a unifying HJM semimartingale framework. Preprint, 47 pages. (arXiv)

• Toshiyuki Nakayama and Stefan Tappe (2024): Distance between closed sets and the solutions to stochastic partial differential equations. Preprint, 36 pages. (arXiv)

Book Chapters

• Stefan Tappe (2025): Mild solutions to semilinear rough partial differential equations. Chapter 2 of the book “Fractional S(P)DEs - Theory, Numerics, and Optimal Control”, edited by Wilfried Grecksch and Hannelore Lisei. World Scientific, 25-103. (URL) (arXiv)

• Eckhard Platen and Stefan Tappe (2023): Exploiting arbitrage requires short selling. Chapter 21 of the book “Peter Carr Gedenkschrift”, edited by Robert A. Jarrow und Dilip B. Madan. World Scientific, 725-752. (URL) (arXiv) This article has also been published in the international journal Frontiers of Mathematical Finance. Further details can be found below.

• Thorsten Schmidt und Stefan Tappe (2015): Dynamic term structure modelling with default and mortality risk: New results on existence and monotonicity. Chapter of the book “Stochastic Analysis. Special volume in honour of Jerzy Zabczyk”, edited by  Anna Chojnowska-Michalik, Szymon Peszat and Łukasz Stettner. Banach Center Publications 105(2015), 211-238. (URL) (arXiv)

• Vidyadhar Mandrekar, Barbara Rüdiger and Stefan Tappe (2013): Itô's formula for Banach space valued jump processes driven by Poisson random measures. Chapter of the book “Seminar on Stochastic Analysis, Random Fields and Applications VII”, edited by Robert C. Dalang, Marco Dozzi and Francesco Russo. Birkhäuser Verlag, Progress in Probability 67, 171-186. (URL)

Publications in International Journals

• Julia Ackermann, Thomas Kruse and Stefan Tappe (2026): Stochastic passivity in stochastic differential equations: A port-Hamiltonian perspective. Accepted for publication in Mathematics of Control, Signals, and Systems. (arXiv)

• Matthias Ehrhardt, Jochen Glück, Pavel Petrov and Stefan Tappe (2025): Square root operators and the well-posedness of pseudodifferential parabolic models of wave phenomena. Applied Mathematics Letters 171, Article Number 109644, 4 pages. (URL) (arXiv)

• Rajeev Bhaskaran and Stefan Tappe (2025): Stochastic partial differential equations and invariant manifolds in embedded Hilbert spaces. Potential Analysis 62(1), 189-236. (URL) (arXiv)

• Rajeev Bhaskaran and 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, Article Number 110282, 9 pages. (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), Article Number 2550003, 24 pages. (URL) (arXiv) 🏆 This publication received an award. (Best Paper Awards 2024)

• Stefan Tappe (2024): Invariant cones for jump-diffusions in infinite dimensions. Nonlinear Differential Equations and Applications 31(6), Article Number 107, 57 pages. (URL) (arXiv)

• Eckhard Platen and Stefan Tappe (2023): No arbitrage and multiplicative special semimartingales. Advances in Applied Probability 55(3), 1033-1074. (URL) (arXiv)

• Eckhard Platen and Stefan Tappe (2023): Exploiting arbitrage requires short selling. Frontiers of Mathematical Finance 2(3), 265-282. (URL) (arXiv) This article has also been published in the book “Peter Carr Gedenkschrift”.  Further details can be found above.

• 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 pages. (URL) (arXiv)

• Eckhard Platen and 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, Article Number 108926, 6 Seiten. (URL) (arXiv)

• Thorsten Schmidt, Stefan Tappe and Weijun Yu (2020): Infinite dimensional affine processes. Stochastic Processes and Their Applications 130(12), 7131-7169. (URL) (arXiv)

• Toshiyuki Nakayama and 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 pages. (URL) (arXiv)

• Eckhard Platen and 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 and Josef Teichmann (2014): Invariant manifolds with boundary for jump-diffusions. Electronic Journal of Probability 19(51), 1-28. (URL) (arXiv)

• Uwe Küchler and Stefan Tappe (2014): Exponential stock models driven by tempered stable processes. Journal of Econometrics 181(1), 53-63. (URL) (arXiv)

• Stefan Tappe and 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 pages. (URL) (arXiv)

• Uwe Küchler and 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 pages. (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 pages. (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 pages. (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 and 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 and Josef Teichmann (2010): Jump-diffusions in Hilbert spaces: Existence, stability and numerics. Stochastics 82(5), 475-520. (URL) (arXiv)

• Damir Filipović, Stefan Tappe and 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 and Stefan Tappe (2009): Option pricing in bilateral Gamma stock models. Statistics and Decisions 27(4), 281-307. (URL) (arXiv)

• Uwe Küchler and Stefan Tappe (2008): On the shapes of bilateral Gamma densities. Statistics and Probability Letters 78(15), 2478-2484. (URL) (arXiv)

• Damir Filipović and Stefan Tappe (2008): Existence of Lévy term structure models. Finance and Stochastics 12(1), 83-115. (URL) (arXiv)

• Uwe Küchler and Stefan Tappe (2008): Bilateral Gamma distributions and processes in financial mathematics. Stochastic Processes and Their Applications 118(2), 261-283. (URL) (arXiv)

Further Articles on the PrePrint Server arXiv

• Rajeev Bhaskaran and Stefan Tappe (2022): Invariant manifolds for stochastic partial differential equations in continuously embedded Hilbert spaces. 74 pages, electronic appendix of the article “Stochastic partial differential equations and invariant manifolds in embedded Hilbert spaces”, which may be considered as a more detailed version of this article. (arXiv)

• Stefan Tappe (2020): A simple mathematical model for the evolution of the corona virus. 6 pages. (arXiv)

• Damir Filipović, Stefan Tappe and Josef Teichmann (2014): Stochastic partial differential equations and submanifolds in Hilbert spaces. 33 pages, electronic appendix of the article “Invariant manifolds with boundary for jump-diffusions”. Second part of the following PDF-file. (arXiv)

Theses

• Stefan Tappe (2005): Finite dimensional realizations for term structure models driven by semimartingales. PhD thesis, Humboldt University of Berlin, 153 pages. (edoc-Server)

• Stefan Tappe (2002): Cellular resolutions of monomial ideals. Diploma thesis, University of Paderborn, 171 pages.