activity
20082024
most citedBilateral Gamma distributions and processes in financial mathematics

193 citations · 630 across the 38 of their papers we have counts for

collaborators
Showing math.PRShow all

26 papers · 1 filter

math.PR2022★ 1 cited

Invariant cones for jump-diffusions in infinite dimensions

Stefan Tappe

In this paper we provide sufficient conditions for stochastic invariance of closed convex cones for stochastic partial differential equations (SPDEs) of jump-diffusion type, and cl…

math.PR2022

Distance between closed sets and the solutions to stochastic partial differential equations

Toshiyuki Nakayama, Stefan Tappe

The goal of this paper is to clarify when the solutions to stochastic partial differential equations stay close to a given subset of the state space for starting points which are c…

math.PR2022

An addendum to "Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients"

Stefan Tappe

In this addendum we provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations driven by Wiener processes and Poisson ran…

math.PR2020

Permutation invariant strong law of large numbers for exchangeable sequences

Stefan Tappe

We provide a permutation invariant version of the strong law of large numbers for exchangeable sequences of random variables. The proof consists of a combination of the Komlós-Berk…

math.PR2020★ 1 cited

The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations

Stefan Tappe

We provide the dual result of the Yamada-Watanabe theorem for mild solutions to semilinear stochastic partial differential equations with path-dependent coefficients. An essential…

math.PR2020★ 4 cited

A note on the von Weizsäcker theorem

Stefan Tappe

The von Weizsäcker theorem states that every sequence of nonnegative random variables has a subsequence which is Cesàro convergent to a nonnegative random variable which might be i…