Edit Profile (opens in new tab) Tappe, Stefan Co-Author Distance Author ID: tappe.stefan Published as: Tappe, Stefan Documents Indexed: 48 Publications since 2005, including 3 Books and 8 Additional arXiv Preprints Reviewing Activity: 62 Reviews Co-Authors: 11 Co-Authors with 24 Joint Publications 354 Co-Co-Authors all top 5 Co-Authors 24 single-authored 5 Filipović, Damir 5 Küchler, Uwe 5 Platen, Eckhard 3 Teichmann, Josef 2 Bhaskaran, Rajeev 2 Nakayama, Toshiyuki 2 Rüdiger, Barbara 2 Schmidt, Thorsten 1 Mandrekar, Vidyadhar S. 1 Weber, Stefan 1 Yu, Weijun all top 5 Serials 4 Stochastic Processes and their Applications 3 Statistics & Probability Letters 3 Stochastic Analysis and Applications 3 Theory of Probability and Mathematical Statistics 3 Finance and Stochastics 3 International Journal of Stochastic Analysis 2 Electronic Communications in Probability 2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Journal of Econometrics 1 Statistics & Decisions 1 Electronic Journal of Probability 1 Abstract and Applied Analysis 1 Positivity 1 Stochastics 1 SIAM Journal on Financial Mathematics 1 Journal of Probability and Statistics 1 Proceedings A. Royal Society of London 1 Essentials 1 Springer-Lehrbuch 1 Frontiers of Mathematical Finance all top 5 Fields 37 Probability theory and stochastic processes (60-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Partial differential equations (35-XX) 3 Functional analysis (46-XX) 3 Statistics (62-XX) 1 Measure and integration (28-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Sequences, series, summability (40-XX) 1 Operator theory (47-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 33 Publications have been cited 339 times in 242 Documents Cited by ▼ Year ▼ Bilateral gamma distributions and processes in financial mathematics. Zbl 1133.62089 Küchler, Uwe; Tappe, Stefan 65 2008 Tempered stable distributions and processes. Zbl 1352.60021 Küchler, Uwe; Tappe, Stefan 47 2013 Term structure models driven by Wiener processes and Poisson measures: existence and positivity. Zbl 1207.91068 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 31 2010 Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 30 2010 Existence of Lévy term structure models. Zbl 1150.91017 Filipović, Damir; Tappe, Stefan 22 2008 On the shapes of bilateral gamma densities. Zbl 1146.62309 Küchler, Uwe; Tappe, Stefan 18 2008 Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures. Zbl 1263.60060 Tappe, Stefan 14 2012 An alternative approach on the existence of affine realizations for HJM term structure models. Zbl 1211.60027 Tappe, Stefan 13 2010 The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Zbl 1329.60222 Tappe, Stefan 11 2013 Exponential stock models driven by tempered stable processes. Zbl 1311.91179 Küchler, Uwe; Tappe, Stefan 9 2014 Wong-Zakai approximations with convergence rate for stochastic partial differential equations. Zbl 1407.60088 Nakayama, Toshiyuki; Tappe, Stefan 9 2018 Invariant manifolds with boundary for jump-diffusions. Zbl 1301.60072 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 7 2014 Option pricing in bilateral gamma stock models. Zbl 1201.91201 Küchler, Uwe; Tappe, Stefan 6 2009 Infinite dimensional affine processes. Zbl 1454.60114 Schmidt, Thorsten; Tappe, Stefan; Yu, Weijun 6 2020 Stochastic mortality models: an infinite-dimensional approach. Zbl 1308.60065 Tappe, Stefan; Weber, Stefan 5 2014 Itō’s formula for Banach-space-valued jump processes driven by Poisson random measures. Zbl 1288.60067 Mandrekar, Vidyadhar; Rüdiger, Barbara; Tappe, Stefan 5 2013 Convexity theory for the term structure equation. Zbl 1150.91018 Filipović, Damir; Tappe, Stefan 4 2008 Isomorphisms for spaces of predictable processes and an extension of the Itô integral. Zbl 1244.60053 Rüdiger, Barbara; Tappe, Stefan 4 2012 No-arbitrage concepts in topological vector lattices. Zbl 1489.46007 Platen, Eckhard; Tappe, Stefan 4 2021 Existence of affine realizations for Lévy term structure models. Zbl 1371.60116 Tappe, Stefan 4 2012 A note on the von Weizsäcker theorem. Zbl 1466.60067 Tappe, Stefan 4 2021 Real-world forward rate dynamics with affine realizations. Zbl 1335.91094 Platen, Eckhard; Tappe, Stefan 3 2015 A note on stochastic integrals as \(L^{2}\)-curves. Zbl 1202.60080 Tappe, Stefan 3 2010 Affine realizations with affine state processes for stochastic partial differential equations. Zbl 1336.60126 Tappe, Stefan 3 2016 Existence of affine realizations for stochastic partial differential equations driven by Lévy processes. Zbl 1371.60107 Tappe, Stefan 3 2015 Invariance of closed convex cones for stochastic partial differential equations. Zbl 1383.60052 Tappe, Stefan 3 2017 Finite dimensional realizations for term structure models driven by semimartingales. Zbl 1189.60009 Tappe, Stefan 2 2005 Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients. Zbl 1473.60100 Tappe, S. 2 2021 No arbitrage and multiplicative special semimartingales. Zbl 1530.91536 Platen, Eckhard; Tappe, Stefan 1 2023 Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes. Zbl 1321.60139 Tappe, Stefan 1 2015 The Itō integral with respect to an infinite dimensional Lévy process: a series approach. Zbl 1268.60078 Tappe, Stefan 1 2013 Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity. Zbl 1334.60123 Schmidt, Thorsten; Tappe, Stefan 1 2015 The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Zbl 1485.60062 Tappe, S. 1 2021 No arbitrage and multiplicative special semimartingales. Zbl 1530.91536 Platen, Eckhard; Tappe, Stefan 1 2023 No-arbitrage concepts in topological vector lattices. Zbl 1489.46007 Platen, Eckhard; Tappe, Stefan 4 2021 A note on the von Weizsäcker theorem. Zbl 1466.60067 Tappe, Stefan 4 2021 Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients. Zbl 1473.60100 Tappe, S. 2 2021 The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Zbl 1485.60062 Tappe, S. 1 2021 Infinite dimensional affine processes. Zbl 1454.60114 Schmidt, Thorsten; Tappe, Stefan; Yu, Weijun 6 2020 Wong-Zakai approximations with convergence rate for stochastic partial differential equations. Zbl 1407.60088 Nakayama, Toshiyuki; Tappe, Stefan 9 2018 Invariance of closed convex cones for stochastic partial differential equations. Zbl 1383.60052 Tappe, Stefan 3 2017 Affine realizations with affine state processes for stochastic partial differential equations. Zbl 1336.60126 Tappe, Stefan 3 2016 Real-world forward rate dynamics with affine realizations. Zbl 1335.91094 Platen, Eckhard; Tappe, Stefan 3 2015 Existence of affine realizations for stochastic partial differential equations driven by Lévy processes. Zbl 1371.60107 Tappe, Stefan 3 2015 Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes. Zbl 1321.60139 Tappe, Stefan 1 2015 Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity. Zbl 1334.60123 Schmidt, Thorsten; Tappe, Stefan 1 2015 Exponential stock models driven by tempered stable processes. Zbl 1311.91179 Küchler, Uwe; Tappe, Stefan 9 2014 Invariant manifolds with boundary for jump-diffusions. Zbl 1301.60072 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 7 2014 Stochastic mortality models: an infinite-dimensional approach. Zbl 1308.60065 Tappe, Stefan; Weber, Stefan 5 2014 Tempered stable distributions and processes. Zbl 1352.60021 Küchler, Uwe; Tappe, Stefan 47 2013 The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Zbl 1329.60222 Tappe, Stefan 11 2013 Itō’s formula for Banach-space-valued jump processes driven by Poisson random measures. Zbl 1288.60067 Mandrekar, Vidyadhar; Rüdiger, Barbara; Tappe, Stefan 5 2013 The Itō integral with respect to an infinite dimensional Lévy process: a series approach. Zbl 1268.60078 Tappe, Stefan 1 2013 Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures. Zbl 1263.60060 Tappe, Stefan 14 2012 Isomorphisms for spaces of predictable processes and an extension of the Itô integral. Zbl 1244.60053 Rüdiger, Barbara; Tappe, Stefan 4 2012 Existence of affine realizations for Lévy term structure models. Zbl 1371.60116 Tappe, Stefan 4 2012 Term structure models driven by Wiener processes and Poisson measures: existence and positivity. Zbl 1207.91068 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 31 2010 Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 30 2010 An alternative approach on the existence of affine realizations for HJM term structure models. Zbl 1211.60027 Tappe, Stefan 13 2010 A note on stochastic integrals as \(L^{2}\)-curves. Zbl 1202.60080 Tappe, Stefan 3 2010 Option pricing in bilateral gamma stock models. Zbl 1201.91201 Küchler, Uwe; Tappe, Stefan 6 2009 Bilateral gamma distributions and processes in financial mathematics. Zbl 1133.62089 Küchler, Uwe; Tappe, Stefan 65 2008 Existence of Lévy term structure models. Zbl 1150.91017 Filipović, Damir; Tappe, Stefan 22 2008 On the shapes of bilateral gamma densities. Zbl 1146.62309 Küchler, Uwe; Tappe, Stefan 18 2008 Convexity theory for the term structure equation. Zbl 1150.91018 Filipović, Damir; Tappe, Stefan 4 2008 Finite dimensional realizations for term structure models driven by semimartingales. Zbl 1189.60009 Tappe, Stefan 2 2005 all cited Publications top 5 cited Publications all top 5 Cited by 315 Authors 23 Madan, Dilip B. 21 Tappe, Stefan 17 Wang, King-Hang 9 Benth, Fred Espen 7 Krühner, Paul 6 Mercuri, Lorenzo 6 Schoutens, Wim 5 Filipović, Damir 5 Hausenblas, Erika 5 Rüdiger, Barbara 4 Barski, Michał 4 Comte, Fabienne 4 Criens, David 4 Cuchiero, Christa 4 Genon-Catalot, Valentine 4 Grabchak, Michael 4 Hughston, Lane P. 4 Jentzen, Arnulf 4 Küchler, Uwe 4 Mandrekar, Vidyadhar S. 4 Platen, Eckhard 4 Rroji, Edit 4 Sabino, Piergiacomo 3 Albeverio, Sergio A. 3 Cornalba, Federico 3 Cox, Sonja Gisela 3 Detering, Nils 3 Ekström, Erik 3 Fernando, Pani W. 3 Gong, Xiaoli 3 Pušnik, Primož 3 Shardlow, Tony 3 Uehara, Yuma 3 Xu, Liping 3 Zabczyk, Jerzy 3 Zhuang, Xintian 3 Zimmer, Johannes 2 Arefi, Ahmad 2 Biagini, Francesca 2 Blake, David 2 Bo, Lijun 2 Boniece, B. Cooper 2 Bouzianis, George 2 Buchmann, Boris 2 Chen, Zhang 2 Cufaro Petroni, Nicola 2 Didier, Gustavo 2 Duan, Jinqiao 2 Elliott, Robert James 2 Feng, Lingbing 2 Fiorin, Lucio 2 Fontana, Claudio 2 Gnoatto, Alessandro 2 Hitaj, Asmerilda 2 Hunt, Andrew 2 Ivanov, Roman V. 2 Jiao, Ying 2 Jose, Kanichukattu Korakutty 2 Kaishev, Vladimir K. 2 Karbach, Sven 2 Keller-Ressel, Martin 2 Khedher, Asma 2 Kinra, Kush 2 Li, Lingyu 2 Li, Zhi 2 Lindner, Felix 2 Manna, Utpal 2 Masuda, Hiroki 2 Mohan, Manil Thankamani 2 Pourtaheri, Reza 2 Razafimandimby, Paul André 2 Sabzikar, Farzad 2 Sarkar, Barun 2 Schachermayer, Walter 2 Schilling, René Leander 2 Schmidt, Thorsten 2 Schroers, Dennis 2 Shi, Yanlin 2 Svaluto-Ferro, Sara 2 Tysk, Johan 2 Vaicenavicius, Juozas 2 Wang, Xiao 2 Wang, Yongjin 2 Xia, Weixuan 2 Yang, Xuewei 2 Yaroslavtsev, Ivan S. 2 Zhang, Yanjie 2 Zhao, Wenqiang 1 Ackerer, Damien 1 Aguilar, Jean-Philippe 1 Andresen, Arne 1 Ano, Katsunori 1 Aranishi, Futoshi 1 Asmussen, Søren 1 Azouzi, Youssef 1 Azzone, Michele 1 Bao, Jianhai 1 Barczy, Mátyás 1 Bauer, Daniel J. 1 Baviera, Roberto ...and 215 more Authors all top 5 Cited in 103 Serials 17 Finance and Stochastics 13 Stochastic Processes and their Applications 12 International Journal of Theoretical and Applied Finance 10 Quantitative Finance 7 Mathematical Finance 6 Journal of Mathematical Analysis and Applications 6 Statistics & Probability Letters 6 Stochastic Analysis and Applications 6 Frontiers of Mathematical Finance 5 SIAM Journal on Financial Mathematics 4 Physica A 4 Applied Mathematics and Optimization 4 Journal of Differential Equations 4 Theory of Probability and Mathematical Statistics 4 Applied Mathematical Finance 4 Discrete and Continuous Dynamical Systems. Series B 4 Stochastics 4 International Journal of Stochastic Analysis 4 Stochastic and Partial Differential Equations. Analysis and Computations 4 Probability, Uncertainty and Quantitative Risk 3 Journal of Mathematical Physics 3 Annals of Operations Research 3 Asia-Pacific Financial Markets 3 Statistics and Computing 3 Annals of Finance 2 Advances in Applied Probability 2 Journal of Econometrics 2 Journal of Statistical Planning and Inference 2 Journal of Theoretical Probability 2 The Annals of Applied Probability 2 Communications in Statistics. Theory and Methods 2 Journal of Statistical Computation and Simulation 2 Random Operators and Stochastic Equations 2 NoDEA. Nonlinear Differential Equations and Applications 2 Chaos 2 Journal of Applied Statistics 2 North American Actuarial Journal 2 Review of Derivatives Research 2 Mathematics and Financial Economics 2 Electronic Journal of Statistics 2 Probability Surveys 2 Modern Stochastics. Theory and Applications 1 Communications in Mathematical Physics 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Nonlinearity 1 Chaos, Solitons and Fractals 1 Journal of Geometry and Physics 1 The Annals of Probability 1 The Annals of Statistics 1 Fuzzy Sets and Systems 1 Illinois Journal of Mathematics 1 International Statistical Review 1 Journal of Multivariate Analysis 1 Mathematische Nachrichten 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Numerische Mathematik 1 Operations Research 1 Osaka Journal of Mathematics 1 Proceedings of the London Mathematical Society. Third Series 1 Statistica Neerlandica 1 Transactions of the American Mathematical Society 1 Probability and Mathematical Statistics 1 Probability Theory and Related Fields 1 Applied Mathematics Letters 1 MCSS. Mathematics of Control, Signals, and Systems 1 Numerical Algorithms 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 SIAM Journal on Mathematical Analysis 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Journal of Partial Differential Equations 1 Indagationes Mathematicae. New Series 1 Journal of Nonlinear Science 1 Potential Analysis 1 Applied and Computational Harmonic Analysis 1 Journal of Mathematical Sciences (New York) 1 Engineering Analysis with Boundary Elements 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Bernoulli 1 Abstract and Applied Analysis 1 Positivity 1 Studies in Nonlinear Dynamics and Econometrics 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Journal of Mathematical Fluid Mechanics 1 Statistical Inference for Stochastic Processes 1 CEJOR. Central European Journal of Operations Research 1 Methodology and Computing in Applied Probability 1 Optimization and Engineering 1 Applied Stochastic Models in Business and Industry 1 Brazilian Journal of Probability and Statistics 1 Journal of Evolution Equations 1 Decisions in Economics and Finance 1 Portugaliae Mathematica. Nova Série 1 Communications on Pure and Applied Analysis 1 Mediterranean Journal of Mathematics 1 Discrete and Continuous Dynamical Systems. Series S 1 Journal of Probability and Statistics 1 Communications in Mathematics and Statistics 1 SIAM/ASA Journal on Uncertainty Quantification ...and 3 more Serials all top 5 Cited in 27 Fields 177 Probability theory and stochastic processes (60-XX) 119 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 48 Statistics (62-XX) 32 Partial differential equations (35-XX) 14 Numerical analysis (65-XX) 11 Functional analysis (46-XX) 10 Operator theory (47-XX) 8 Systems theory; control (93-XX) 7 Dynamical systems and ergodic theory (37-XX) 4 Measure and integration (28-XX) 4 Fluid mechanics (76-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Mechanics of deformable solids (74-XX) 2 Biology and other natural sciences (92-XX) 1 Nonassociative rings and algebras (17-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year