Stefan Tappe

852 citations

32 papers · 403 indexed · h-index 10

Impact in

Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
Mathematical Physics top 10%
- Stochastic processes and statistical mechanics

Papers in

Finance 29
- Stochastic processes and financial applications 28
- Financial Risk and Volatility Modeling 11
Mathematical Physics 12
- Stochastic processes and statistical mechanics 6
- advanced mathematical theories 4

Co-authors: Uwe Küchler Damir Filipović Josef Teichmann Stefan Weber Thorsten Schmidt Barbara Rüdiger Matthias Ehrhardt Eckhard Platen
Journals: Stochastic Processes and their Applications (4 papers)Finance and Stochastics (2 papers)Nonlinear Differential Equations and Applications NoDEA (1 paper)Advances in Applied Probability (1 paper)SIAM Journal on Financial Mathematics (1 paper)
Partner nations: Germany Switzerland Australia

In The Last Decade

Stefan Tappe

25 papers receiving 381 citations

Peers

Countries citing papers authored by Stefan Tappe

Since Specialization

Citations

This map shows the geographic impact of Stefan Tappe's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stefan Tappe with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stefan Tappe more than expected).

Fields of papers citing papers by Stefan Tappe

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stefan Tappe. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stefan Tappe. The network helps show where Stefan Tappe may publish in the future.

Co-authorship network

The 10 scholars most cited alongside Stefan Tappe, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Stefan Tappe Line = papers co-authored together Stefan Tappe links everyone, so they are left out of the graph.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

#	Work
1	Square root operators and the well-posedness of pseudodifferential parabolic models of wave phenomena Applied Mathematics Letters ·Matthias Ehrhardt, BI Chunguang, Pavel S. Petrov, Stefan Tappe	2025	0
2	Stochastic Partial Differential Equations and Invariant Manifolds in Embedded Hilbert Spaces Potential Analysis ·Elson Almeida de Souza, Stefan Tappe	2024	0
3	No arbitrage and multiplicative special semimartingales Advances in Applied Probability ·Eckhard Platen, Stefan Tappe	2023	0
4	Mild solutions to semilinear stochastic partial differential equations\n with locally monotone coefficients arXiv (Cornell University) ·Stefan Tappe	2021	0
5	Wong–Zakai approximations with convergence rate for stochastic partial differential equations Stochastic Analysis and Applications ·Said Mehdi Mirdamadi, Stefan Tappe	2018	9
6	Invariance of closed convex cones for stochastic partial differential equations Journal of Mathematical Analysis and Applications ·Stefan Tappe	2017	3
7	Affine realizations with affine state processes for stochastic partial differential equations Stochastic Processes and their Applications ·Stefan Tappe	2016	4
8	Flatness of invariant manifolds for stochastic partial differential\n equations driven by L\\'{e}vy processes arXiv (Cornell University) ·Stefan Tappe	2015	1
9	Existence of affine realizations for stochastic partial differential\n equations driven by L\\'evy processes arXiv (Cornell University) ·Stefan Tappe	2015	3
10	Exponential stock models driven by tempered stable processes arXiv (Cornell University) ·Uwe Küchler, Stefan Tappe	2014	11
11	Invariant manifolds with boundary for jump-diffusions Electronic Journal of Probability ·Damir Filipović, Stefan Tappe, Josef Teichmann	2014	8
12	Tempered stable distributions and processes Stochastic Processes and their Applications ·Uwe Küchler, Stefan Tappe	2013	67
13	The Itô Integral with respect to an Infinite Dimensional Lévy Process: A Series Approach SHILAP Revista de lepidopterología ·Stefan Tappe	2013	1
14	The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations Electronic Communications in Probability ·Stefan Tappe	2013	8
15	Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures International Journal of Stochastic Analysis ·Stefan Tappe	2012	9
16	Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity SIAM Journal on Financial Mathematics ·Damir Filipović, Stefan Tappe, Josef Teichmann	2010	30
17	Jump-diffusions in Hilbert spaces: existence, stability and numerics Stochastics ·Damir Filipović, Stefan Tappe, Josef Teichmann	2010	28
18	A note on stochastic integrals as -curves Statistics & Probability Letters ·Stefan Tappe	2010	3
19	Bilateral gamma distributions and processes in financial mathematics Stochastic Processes and their Applications ·Uwe Küchler, Stefan Tappe	2007	109
20	Existence of Lévy term structure models Finance and Stochastics ·Damir Filipović, Stefan Tappe	2007	28

About Stefan Tappe

Stefan Tappe is a scholar working on Finance, Mathematical Physics, Applied Mathematics, Modeling and Simulation and Computational Theory and Mathematics, having authored 32 papers that have together received 403 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (28 papers), Financial Risk and Volatility Modeling (11 papers), Stability and Controllability of Differential Equations (7 papers), Advanced Mathematical Modeling in Engineering (7 papers), Stochastic processes and statistical mechanics (6 papers), advanced mathematical theories (4 papers), Complex Systems and Time Series Analysis (3 papers) and Mathematical Biology Tumor Growth (3 papers). The work is most often cited by research in Finance (350 citations), Mathematical Physics (73 citations), Statistics and Probability (60 citations), Management Science and Operations Research (64 citations) and Modeling and Simulation (19 citations). Stefan Tappe has collaborated with scholars based in Germany, Switzerland and Australia. Frequent co-authors include Uwe Küchler, Damir Filipović, Josef Teichmann, Stefan Weber, Thorsten Schmidt, Thorsten Schmidt, Barbara Rüdiger, Matthias Ehrhardt, Eckhard Platen and Pavel S. Petrov. Their work appears in journals such as Stochastic Processes and their Applications, Finance and Stochastics, Nonlinear Differential Equations and Applications NoDEA, Advances in Applied Probability and SIAM Journal on Financial Mathematics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact