Publications

Publications in International Journals

• 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 and 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 and 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 and 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 and 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 and arXiv)
• Platen, E., Tappe, S. (2015): Real-world forward rate dynamics with affine realizations. Stochastic Analysis and Applications 33(4), 573-608 (pdf and arXiv)
• Filipović, D., Tappe, S., Teichmann, J. (2014): Invariant manifolds with boundary for jump-diffusions. Electronic Journal of Probability 19(51), 1-28 (pdf and arXiv)
• Küchler, U., Tappe, S. (2014): Exponential stock models driven by tempered stable processes. Journal of Econometrics 181(1), 53-63 (pdf and arXiv)
• Tappe, S., Weber, S. (2014): Stochastic mortality models: An infinite dimensional approach. Finance and Stochastics 18(1), 209-248 (pdf and arXiv)
• Tappe, S. (2013): Compact embeddings for spaces of forward rate curves. Abstract and Applied Analysis, vol. 2013, Article ID 709505, 6 pages (pdf and arXiv)
• Küchler, U., Tappe, S. (2013): Tempered stable distributions and processes. Stochastic Processes and Their Applications 123(12), 4256-4293 (pdf and arXiv) This publication belongs to the 50 most relevant documents in this series.
• Tappe, S. (2013): The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations. Electronic Communications in Probability 18(24), 1-13 (pdf and 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 pages (pdf and 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 pages (pdf and 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 and 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 and arXiv)
• Filipović, D., Tappe, S., Teichmann, J. (2010): Jump-diffusions in Hilbert spaces: Existence, stability and numerics. Stochastics 82(5), 475-520 (pdf and 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 and 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 and arXiv)
• Tappe, S. (2010): A note on stochastic integrals as L²-curves. Statistics and Probability Letters 80(13-14), 1141-1145 (pdf and arXiv)
• Küchler, U., Tappe, S. (2009): Option pricing in bilateral Gamma stock models. Statistics and Decisions 27(4), 281-307 (pdf and arXiv)
• Küchler, U., Tappe, S. (2008): On the shapes of bilateral Gamma densities. Statistics and Probability Letters 78(15), 2478-2484 (pdf and arXiv)
• Filipović, D., Tappe, S. (2008): Existence of Lévy term structure models. Finance and Stochastics 12(1), 83-115 (pdf and arXiv)
• Küchler, U., Tappe, S. (2008): Bilateral Gamma distributions and processes in financial mathematics. Stochastic Processes and Their Applications 118(2), 261-283 (pdf and arXiv)

Publications in Refereed Conference Proceedings

•  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 and 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)

 Submitted Articles

• Schmidt, T., Tappe, S., Yu, W. (2019): Infinite dimensional affine processes, 48 pages (pdf and arXiv)

Review Articles

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

Further Articles

• Filipović, D., Tappe, S., Teichmann, J. (2014): Stochastic partial differential equations and submanifolds in Hilbert spaces. Electronic appendix of the article "Invariant manifolds with boundary for jump-diffusions" (arXiv:1202.1076v2) (pdf)

Books

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

Theses

• Tappe, S. (2005): Finite dimensional realizations for term structure models driven by semimartingales. PhD Thesis, Humboldt University of Berlin, 139 pages (pdf)
• Tappe, S. (2002): Cellular resolutions of monomial ideals. Diploma Thesis, University of Paderborn, 171 pages (dvi)