Publikationen

Publikationen in internationalen Zeitschriften

Nakayama, T., Tappe, S. (2018): Wong-Zakai approximations with convergence rate for stochastic partial differential equations. Stochastic Analysis and Applications 36(5), 832-857 (pdf und arXiv)
Tappe, S. (2017): Invariance of closed convex cones for stochastic partial differential equations. Journal of Mathematical Analysis and Applications 451(2), 1077-1122 (pdf und arXiv)
Tappe, S. (2016): Affine realizations with affine state processes for stochastic partial differential equations. Stochastic Processes and Their Applications 126(7), 2062-2091 (pdf und arXiv)
Tappe, S. (2015): Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes. Electronic Communications in Probability 20(40), 1-11 (pdf und arXiv)
Tappe, S. (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) (pdf und arXiv)
Platen, E., Tappe, S. (2015): Real-world forward rate dynamics with affine realizations. Stochastic Analysis and Applications 33(4), 573-608 (pdf und arXiv)
Filipović, D., Tappe, S., Teichmann, J. (2014): Invariant manifolds with boundary for jump-diffusions. Electronic Journal of Probability 19(51), 1-28 (pdf und arXiv)
Küchler, U., Tappe, S. (2014): Exponential stock models driven by tempered stable processes. Journal of Econometrics 181(1), 53-63 (pdf und arXiv)
Tappe, S., Weber, S. (2014): Stochastic mortality models: An infinite dimensional approach. Finance and Stochastics 18(1), 209-248 (pdf und arXiv)
Tappe, S. (2013): Compact embeddings for spaces of forward rate curves. Abstract and Applied Analysis, vol. 2013, Article ID 709505, 6 Seiten (pdf und arXiv)
Küchler, U., Tappe, S. (2013): Tempered stable distributions and processes. Stochastic Processes and Their Applications 123(12), 4256-4293 (pdf und arXiv) Diese Publikation gehört zu den 50 relevantesten Dokumenten dieser Reihe.
Tappe, S. (2013): The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations. Electronic Communications in Probability 18(24), 1-13 (pdf und arXiv)
Tappe, S. (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 (pdf und arXiv)
Tappe, S. (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 (pdf und arXiv)
Tappe, S. (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 (pdf und arXiv)
Rüdiger, B., Tappe, S. (2012): Isomorphisms for spaces of predictable processes and an extension of the Itô integral. Stochastic Analysis and Applications 30(3), 529-537 (pdf und arXiv)
Filipović, D., Tappe, S., Teichmann, J. (2010): Jump-diffusions in Hilbert spaces: Existence, stability and numerics. Stochastics 82(5), 475-520 (pdf und arXiv)
Filipović, D., Tappe, S., Teichmann, J. (2010): Term structure models driven by Wiener processes and Poisson measures: Existence and positivity. SIAM Journal on Financial Mathematics 1(1), 523-554 (pdf und arXiv)
Tappe, S. (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 (pdf und arXiv)
Tappe, S. (2010): A note on stochastic integrals as L²-curves. Statistics and Probability Letters 80(13-14), 1141-1145 (pdf und arXiv)
Küchler, U., Tappe, S. (2009): Option pricing in bilateral Gamma stock models. Statistics and Decisions 27(4), 281-307 (pdf und arXiv)
Küchler, U., Tappe, S. (2008): On the shapes of bilateral Gamma densities. Statistics and Probability Letters 78(15), 2478-2484 (pdf und arXiv)
Filipović, D., Tappe, S. (2008): Existence of Lévy term structure models. Finance and Stochastics 12(1), 83-115 (pdf und arXiv)
Küchler, U., Tappe, S. (2008): Bilateral Gamma distributions and processes in financial mathematics. Stochastic Processes and Their Applications 118(2), 261-283 (pdf und arXiv)

Publikationen in begutachteten Konferenzbänden

Schmidt, T., Tappe, S. (2015): Dynamic term structure modelling with default and mortality risk: New results on existence and monotonicity. Banach Center Publications 105(2015), 211-238 (pdf und arXiv)
Mandrekar, V., Rüdiger, B., Tappe, S. (2013): Itô's formula for Banach space valued jump processes driven by Poisson random measures. Seminar on Stochastic Analysis, Random Fields and Applications VII, Progress in Probability 67, Birkhäuser Verlag, 171-186 (pdf)

Zur Publikation eingereichte Artikel

Schmidt, T., Tappe, S., Yu, W. (2019): Infinite dimensional affine processes, 48 Seiten (pdf und arXiv)

Übersichtsartikel

Tappe, S. (2013): Foundations of the theory of semilinear stochastic partial differential equations. International Journal of Stochastic Analysis, vol. 2013, Article ID 798549, 25 Seiten (pdf und arXiv)

Weitere Artikel

Filipović, D., Tappe, S., Teichmann, J. (2014): Stochastic partial differential equations and submanifolds in Hilbert spaces. Elektronischer Anhang zum Artikel "Invariant manifolds with boundary for jump-diffusions" (arXiv:1202.1076v2) (pdf)

Bücher

Tappe, S. (2013): Einführung in die Wahrscheinlichkeitstheorie. Springer-Verlag Berlin Heidelberg, 303 Seiten

Abschlussarbeiten

Tappe, S. (2005): Finite dimensional realizations for term structure models driven by semimartingales. Dissertation, Humboldt-Universität zu Berlin, 139 Seiten (pdf)
Tappe, S. (2002): Cellular resolutions of monomial ideals. Diplomarbeit, Universität Paderborn, 171 Seiten (dvi)