Stefan Tappe

Available identifiers

zbMath Open tappe.stefanMaRDI QIDQ271880

List of research outcomes

Publication	Date of Publication	Type
Stochastische partielle Differentialgleichungen	2024-02-13	Paper
No arbitrage and multiplicative special semimartingales	2023-12-15	Paper
Exploiting arbitrage requires short selling	2023-09-27	Paper
A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach	2023-09-07	Paper
Linear estimators for Gaussian random variables in Hilbert spaces	2023-05-18	Paper
An addendum to “Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients”	2022-11-17	Paper
Invariant cones for jump-diffusions in infinite dimensions	2022-06-28	Paper
Distance between closed sets and the solutions to stochastic partial differential equations	2022-04-30	Paper
Permutation invariant strong law of large numbers for exchangeable sequences	2022-01-07	Paper
No-arbitrage concepts in topological vector lattices	2021-12-02	Paper
Invariant manifolds for stochastic partial differential equations in continuously embedded Hilbert spaces	2021-11-23	Paper
Infinite dimensional affine processes	2021-02-18	Paper
A note on the von Weizsäcker theorem	2021-01-06	Paper
Existence of equivalent local martingale deflators in semimartingale market models	2020-06-02	Paper
Compact embeddings for spaces of forward rate curves	2019-08-16	Paper
Wong–Zakai approximations with convergence rate for stochastic partial differential equations	2019-02-18	Paper
Invariance of closed convex cones for stochastic partial differential equations	2017-10-12	Paper
Existence of affine realizations for Lévy term structure models	2017-09-29	Paper
Existence of affine realizations for stochastic partial differential equations driven by Lévy processes	2017-09-29	Paper
Affine realizations with affine state processes for stochastic partial differential equations	2016-04-20	Paper
Real-World Forward Rate Dynamics With Affine Realizations	2015-10-23	Paper
Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes	2015-08-17	Paper
Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity	2015-07-28	Paper
Stochastic mortality models: an infinite-dimensional approach	2014-11-14	Paper
The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations	2014-09-22	Paper
Invariant manifolds with boundary for jump-diffusions	2014-06-27	Paper
Exponential stock models driven by tempered stable processes	2014-06-04	Paper
Tempered stable distributions and processes	2014-04-28	Paper
Foundations of the theory of semilinear stochastic partial differential equations	2014-04-09	Paper
Itô’s Formula for Banach-space-valued Jump Processes Driven by Poisson Random Measures	2014-02-19	Paper
Tempered stable distributions and processes	2013-12-01	Paper
Introduction to probability theory	2013-09-06	Paper
The Itō integral with respect to an infinite dimensional Lévy process: a series approach	2013-05-31	Paper
Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures	2013-01-09	Paper
Isomorphism for Spaces of Predictable Processes and an Extension of the Ito Integral	2012-06-20	Paper
An alternative approach on the existence of affine realizations for HJM term structure models	2011-05-06	Paper
Jump-diffusions in Hilbert spaces: existence, stability and numerics	2011-03-11	Paper
Option pricing in bilateral Gamma stock models	2010-12-14	Paper
Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity	2010-08-11	Paper
A note on stochastic integrals as \(L^{2}\)-curves	2010-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3562470	2010-05-21	Paper
On the shapes of bilateral gamma densities	2008-10-30	Paper
Existence of Lévy term structure models	2008-06-18	Paper
Convexity theory for the term structure equation	2008-06-18	Paper
Bilateral gamma distributions and processes in financial mathematics	2008-02-06	Paper

Research outcomes over time

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