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Dr. Stefan Tappe

Prof. Dr. Stefan Tappe

Academic Staff

 

This position is funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation), Module "Temporary Positions for Principal Investigators".

  

Address: 

Department of Mathematical Stochastics
Albert Ludwig University of Freiburg 
Ernst-Zermelo-Straße 1
Room 225
79104 Freiburg (Germany)

Phone: +49-761-203-5676
Fax: +49-761-203-5661 
E-Mail: stefan.tappe@math.uni-freiburg.de

 

Research Interests

  • Stochastic Analysis
  • Stochastic Partial Differential Equations
  • Financial Mathematics

 

Publications

Textbooks

 

 

Current Preprints

  • Tappe, S. (2022):Invariant cones for jump-diffusions in infinite dimensions. 46 pages (arXiv)
  • Nakayama, T., Tappe, S. (2022): Distance between closed sets and the solutions to stochastic partial differential equations. 34 pages (arXiv)
  • Bhaskaran, R., Tappe, S. (2022): Invariant manifolds for stochastic partial differential equations in continuously embedded Hilbert spaces. 74 pages (arXiv)
  • Platen, E., Tappe, S. (2020): Existence of equivalent local martingale deflators in semimartingale market models. 41 pages (arXiv)

Publications in International Journals

Publications in Refereed Conference Proceedings

Review Articles

Articles of general interest

  • Tappe, S. (2020): A simple mathematical model for the evolution of the corona virus. 6 pages (arXiv)

Further Articles

  • Filipović, D., Tappe, S., Teichmann, J. (2014): Stochastic partial differential equations and submanifolds in Hilbert spaces. Electronic appendix of the article "Invariant manifolds with boundary for jump-diffusions" (arXiv)

Theses

  • Tappe, S. (2005): Finite dimensional realizations for term structure models driven by semimartingales. PhD Thesis, Humboldt University of Berlin, 153 pages (edoc-Server)
  • Tappe, S. (2002): Cellular resolutions of monomial ideals. Diploma Thesis, University of Paderborn, 171 pages

 

Organized Conferences

 

Teaching

Winter 2022/23 (University of Rostock)

  • Stochastics for Bachelors (Lecture, 4 hours per week)
  • Introduction to Actuarial and Financial Mathematics (Lecture, 4 hours per week)

Winter 2020/21 (Karlsruhe Institute of Technology)

Summer 2020 (Karlsruhe Institute of Technology)

Winter 2019/20 (Ludwig Maximilian University of Munich)

Summer 2019 (Albert Ludwig University of Freiburg)

  • Risk Theory (Lecture and Exercise Class, 2+1 hours per week)

Winter 2018/19 (Albert Ludwig University of Freiburg)

Summer 2018 (Albert Ludwig University of Freiburg)

Winter 2017/18 (Albert Ludwig University of Freiburg)

Winter 2016/17 (University of Hannover)

  • Financial Mathematics in continuous time (Lecture, 4 hours per week)

Summer 2016 (University of Hannover)

  • Stochastic Analysis (Lecture, 4 hours per week)

Winter 2015/16 (University of Hannover)

  • Affine Processes (Lecture, 4 hours per week)

Summer 2015 (University of Hannover)

  • Stochastic Analysis (Lecture, 4 hours per week)

Winter 2014/15 (University of Hannover)

  • Stochastics A (Service-Lecture, 2 hours per week)
  • Stochastic Analysis (Seminar, 2 hours per week)

Summer 2014 (University of Hannover)

  • Stochastic Analysis (Lecture, 4 hours per week)

Winter 2013/14 (University of Hannover)

  • Stochastics II (Lecture, 4 hours per week)

Summer 2013 (University of Hannover)

  • Stochastics I (Lecture, 4 hours per week)

Winter 2012/13 (University of Hannover)

  • Stochastics II (Lecture, 4 hours per week)

Summer 2012 (University of Hannover)

  • Stochastics I (Lecture, 4 hours per week)

Winter 2011/12 (University of Hannover)

  • Recent Developments in Financial Mathematics (Lecture, 4 hours per week)

Summer 2011 (University of Hannover)

  • Stochastic Analysis (Lecture, 4 hours per week)

Winter 2010/11 (ETH Zurich)

  • Interest Rate Theory (Exercise Class, 2 hours per week and coordination of duties)

Summer 2009 (Vienna University of Technology)

  • Stochastic Analysis (Lecture and Exercise Class, 3+1 hours per week)

Winter 2008/09 (Vienna University of Technology)

  • Stochastic Analysis in Finance and Insurance (Exercise Class, 1 hour per week)

Summer 2007 (Ludwig Maximilian University of Munich)

  • Analysis II (Exercise Class, 4 hours per week and coordination of duties)

Winter 2006/07 (Ludwig Maximilian University of Munich)

  • Analysis I (Exercise Class, 4 hours per week and coordination of duties)

Summer 2006 (Ludwig Maximilian University of Munich)

  • Analysis III (Exercise Class, 4 hours per week and coordination of duties)

Winter 2005/06 (Ludwig Maximilian University of Munich)

  • Analysis II (Exercise Class, 4 hours per week and coordination of duties)
 

Advised Theses

Karlsruhe Institute of Technology

  • Johannes Schuler (Master Thesis): Mathematical Modeling of Pandemics with Differential Equations. August 2021 to March 2022 (External supervisor)
  • Sebastian Gottheil (Bachelor Thesis): Credibility Theory. October 2020 to February 2021
  • Christian Saulich (Bachelor Thesis): Reservation for delayed claims. September 2020 to March 2021

Ludwig Maximilian University of Munich

  • Pavel Kartsovnik (Bachelor Thesis): Nonlinear expectations and risk measures. December 2019 to January 2020
  • Doriane Audrey Nkeng Mbetntang (Master Thesis): Premium principles and experience rating. October 2019 to April 2020

Albert Ludwig University of Freiburg

  • Lena Burkhardt (Bachelor Thesis): The Pólya urn model and its passage times. May 2019 to July 2019
  • Roman Haak (Masterarbeit): Algebraic structures of stochastic integrals and their applications. October 2018 to March 2019
  • Lorenz Denk (Bachelor Thesis): Parameter estimation and pricing in discrete-time financial models. May 2018 to August 2018
  • Anna Maddux (Bachelor Thesis): Symmetric random walks and a generalization of the Borel-Cantelli lemma. April 2018 to July 2018
  • Hang Zhou (Masterarbeit): Vector-valued stochastic integration and applications to financial mathematics. January 2018 to July 2018

University of Hannover

  • Tahirivonizaka Rahantamialisoa (PhD Thesis): A unified approach to SPDEs driven by semimartingale fields. April 2012 to February 2017; the defence took place at March 15th, 2017
  • Apostolos Sideris (Master Thesis): Affine processes on symmetric cones. July 2016 to January 2017
  • Pascal Schoppe (Master Thesis): Pathwise uniqueness of the solutions to stochastic partial differential equations. April 2016 to October 2016
  • Kwok-Yin Choi (Master Thesis): No-Arbitrage concepts in financial market models. February 2016 to August 2016
  • Waldemar Schäfer (Bachelor Thesis): Characterizations and extensions of Panjer's class. July 2015 to October 2015
  • Gabriele Carulli (Master Thesis): Functionals of affine processes with applications to finance. May 2015 to November 2015
  • Sarah Martens (Master Thesis): The Skorokhod embedding problem. January 2015 to July 2015
  • Michael Fiedler (Master Thesis): Markov semigroups and stochastic processes in infinite dimension. October 2014 to April 2015
  • Johanna Schmidt (Master Thesis): A trajectorial interpretation of Doob's martingale inequalities. September 2014 to March 2015
  • Harald Klingebiel (Bachelor Thesis): Convergence rates for the Berry-Esseen inequality. August 2014 to October 2014
  • Pascal Schoppe (Bachelor Thesis): Deterministic and stochastic evolution equations. May 2014 to August 2014
  • André Löper (Bachelor Thesis): Panjer distributions. May 2014 to July 2014
  • Sören Schwark (Bachelor Thesis): Regression analysis of the linear dependence of financial data. April 2014 to June 2014
  • Tim Massel (Bachelor Thesis): Coupling and uniform ergodicity of discrete Markov chains. April 2014 to July 2014
  • Martin Sanojca (Bachelor Thesis): Bonferroni inequalities. February 2014 to May 2014
  • Apostolos Sideris (Bachelor Thesis): Characteristic functions and infinitely divisible distributions. November 2013 to February 2014
  • Henry Wegener (Master Thesis): Almost everywhere convergence of sequences of operators and its connection to modern and classical ergodic theory. November 2013 to May 2014
  • Maria Óskarsdóttir (Master Thesis): On the uniqueness of solutions to stochastic differential equations. October 2013 to April 2014
  • Gabriele Carulli (Bachelor Thesis): Option pricing in exponential L\'evy models. October 2013 to November 2013
  • Sarah Klünder (Bachelor Thesis): Bivariate exponential distributions. October 2013 to December 2013
  • Johanna Schirmer (Bachelor Thesis): Markov chains with finite state space. October 2013 to December 2013
  • Nikolas Nüsken (Master Thesis): The stochastic wave equation. August 2013 to February 2014
  • Tina Kolodinski (Bachelor Thesis): Geometric characterizations of arbitrage free financial models. July 2013 to September 2013
  • Patrick Kiedrowski (Bachelor Thesis): Laws of large numbers. May 2013 to July 2013
  • Florian Modler (Master Thesis): Invariant manifolds and foliations for stochastic partial differential equations and random dynamical systems. June 2012 to September 2012
  • Dirk Skowasch (Diploma Thesis): Lévy processes in financial mathematics. May 2012 to November 2012

Vienna University of Technology

  • Piet Porkert (Diploma Thesis): On weak solutions to SDEs in Hilbert spaces. August 2010 to February 2011

Ludwig Maximilian University of Munich

  • Yong Shang (Diploma Student of Damir Filipović): Heath-Jarrow-Morton model with square root volatility. August 2007 to February 2008

 

Seven of my Master Students obtained offers for PhD positions; namely:

  • Apostolos Sideris (Dresden University of Technology, Germany)
  • Pascal Schoppe (University of Augsburg and Dresden University of Technology, Germany)
  • Michael Fiedler (University of Duisburg-Essen, University of Hildesheim and University of Paderborn, Germany)
  • Henry Wegener (Albert Einstein Institute Hannover and Martin Luther University of Halle-Wittenberg, Germany)
  • Maria Óskarsdóttir (University of Leuven, Belgium)
  • Nikolas Nüsken (Imperial College London, United Kingdom)
  • Piet Porkert (Vienna University of Technology, Austria)
  

Curriculum Vitae

Education

  • Achievements being equivalent to Habilitation, Successful Mid-Term Evaluation of my Junior Professorship, University of Hannover, March 2014
  • PhD in Mathematics, Humboldt University of Berlin, November 2005
  • Diploma in Mathematics, University of Paderborn, August 2002

Awards and Fellowships

  • Award for Excellent Achievements in Mathematics ("Preis der Fakultät 2002"), University of Paderborn, February 2003
  • DFG Research Fellowship (DFG-Graduiertenkolleg 251 "Stochastische Prozesse und probabilistische Analysis"), Oktober 2002 bis September 2005

Employment and Academic Positions

  • Deputy Professor (W3-Professorship), University of Rostock, since October 2022
  • Research Position funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation), Department of Mathematical Stochastics, Albert Ludwig University of Freiburg, since April 2021 (currently interrupted due to a Deputy Professorship)
  • Deputy Professor (W3-Professorship), Institute of Stochastics, Karlsruhe Institute of Technology, April 2020 to March 2021
  • Deputy Professor (W3-Professorship), Department of Mathematics, Ludwig Maximilian University of Munich, October 2019 to March 2020
  • Academic Staff (Deputy of a Junior Professorship), Department of Mathematical Stochastics, Albert Ludwig University of Freiburg, April 2019 to July 2019
  • Deputy Professor (W3-Professorship), Department of Mathematical Stochastics, Albert Ludwig University of Freiburg, October 2018 to March 2019
  • Academic Staff, Department of Mathematical Stochastics, Albert Ludwig University of Freiburg, April 2018 to September 2018
  • Deputy Professor (W3-Professorship), Department of Mathematical Stochastics, Albert Ludwig University of Freiburg, October 2017 to March 2018
  • Academic Guest, Bernoulli Center, EPF Lausanne, Switzerland, April 2017 to June 2017
  • Junior Professor, Institute of Probability and Statistics, University of Hannover, April 2011 to March 2017; this position has been extended in April 2014 after a successful mid-term evaluation for further three years
  • Senior Postdoc in the group of Josef Teichmann, Department of Mathematics, ETH Zurich, Switzerland, October 2009 to March 2011
  • Senior Scientist in the group of Damir Filipović, Vienna Institute of Finance, University of Vienna and Vienna University of Economics and Business, Austria, October 2007 to September 2009
  • Research and Teaching Assistant in the group of Damir Filipović, Department of Mathematics, Ludwig Maximilian University of Munich, October 2005 to September 2007
  • Research Fellow in the group of Uwe Küchler, Department of Mathematics, Humboldt University of Berlin, October 2002 to September 2005
  • Student Assistant, Department of Mathematics and Computer Sciences, University of Paderborn, April 1999 to July 2002

 

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