The following pages link to Stefan Tappe (Q271880):
Displaying 50 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Affine realizations with affine state processes for stochastic partial differential equations (Q271881) (← links)
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- (Q364222) (redirect page) (← links)
- Introduction to probability theory (Q364223) (← links)
- Homogenization of stochastic semilinear parabolic equations with non-Lipschitz forcings in domains with fine grained boundaries (Q396519) (← links)
- Homogenization of a stochastic nonlinear reaction-diffusion equation with a large reaction term: the almost periodic framework (Q439252) (← links)
- Backward stochastic differential equations with rough drivers (Q439882) (← links)
- (Q471178) (redirect page) (← links)
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- Stochastic partial differential equations: an introduction (Q495641) (← links)
- A sustainability condition for stochastic forest model (Q507308) (← links)
- A stochastic Hamilton-Jacobi equation with infinite speed of propagation (Q517495) (← links)
- (Q589618) (redirect page) (← links)
- Lyapunov functionals vs Lyapunov functions for various types of stability of hybrid stochastic differential equation (Q648005) (← links)
- Intermittency and multifractality: a case study via parabolic stochastic PDEs (Q682245) (← links)
- The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations (Q742987) (← links)
- A note on the von Weizsäcker theorem (Q826667) (← links)
- On Simpson's rule and fractional Brownian motion with \(H = 1/10\) (Q904713) (← links)
- Existence of Lévy term structure models (Q928496) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- On the shapes of bilateral gamma densities (Q951204) (← links)
- A note on stochastic integrals as \(L^{2}\)-curves (Q979205) (← links)
- Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures (Q1929672) (← links)
- A stochastic Stefan problem (Q1930531) (← links)
- The Itō integral with respect to an infinite dimensional Lévy process: a series approach (Q1952466) (← links)
- An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
- On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe (Q2045405) (← links)
- Stochastic regularization for transport equations (Q2045408) (← links)
- Weak time discretization for slow-fast stochastic reaction-diffusion equations (Q2056199) (← links)
- No-arbitrage concepts in topological vector lattices (Q2056240) (← links)
- Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition (Q2056414) (← links)
- A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations (Q2064806) (← links)
- Permutation invariant strong law of large numbers for exchangeable sequences (Q2065408) (← links)
- SDEs with random and irregular coefficients (Q2135424) (← links)
- An introduction to singular stochastic PDEs. Allen-Cahn equations, metastability, and regularity structures (Q2142764) (← links)
- Stochastic Camassa-Holm equation with convection type noise (Q2219050) (← links)
- Infinite dimensional affine processes (Q2229682) (← links)
- Invariant manifolds with boundary for jump-diffusions (Q2248618) (← links)
- Forward transition rates (Q2274227) (← links)
- Compact embeddings for spaces of forward rate curves (Q2318998) (← links)
- A new parameterization for the drift-free simulation in the Libor market model (Q2341004) (← links)
- Verhulst versus CIR (Q2355529) (← links)
- Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion (Q2392236) (← links)
- Invariance of closed convex cones for stochastic partial differential equations (Q2408615) (← links)
- Real interest rates, leverage, and bank risk-taking (Q2434341) (← links)
- Liquidating illiquid collateral (Q2434347) (← links)
- Foundations of the theory of semilinear stochastic partial differential equations (Q2444211) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Bilateral gamma distributions and processes in financial mathematics (Q2469499) (← links)
