Existence of Lévy term structure models. - Damir Filipovic; Stefan Tappe (Finance Stochastics, 2008)

Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity. - Damir Filipovic; Stefan Tappe; Josef Teichmann (SIAM J. Financial Math., 2010)

Stochastic mortality models: an infinite-dimensional approach. - Stefan Tappe; Stefan Weber 005 (Finance Stochastics, 2014)

Wong-Zakai approximations with convergence rate for stochastic partial differential equations. - Toshiyuki Nakayama; Stefan Tappe (CoRR, 2019)

Square root operators and the well-posedness of pseudodifferential parabolic models of wave phenomena. - Matthias Ehrhardt 001; Jochen Glück; Pavel S. Petrov; Stefan Tappe (Appl. Math. Lett., 2025)