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Institute of Stochastics

Secretariat
Kollegiengebäude Mathematik (20.30)
Room 2.056 und 2.002

Address
Hausadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Englerstr. 2
D-76131 Karlsruhe

Postadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Postfach 6980
D-76049 Karlsruhe

Office hours:
Mo-Fr 10:00 - 12:00

Tel.: +49 721 608 43270/43265

Fax.: +49 721 608 46066

Dr. Jens-Stefan Tappe
Deputy Professor
Office hour for students:
Room: 2.054 Kollegiengebäude Mathematik (20.30)
Tel.: +49 721 608 46688
Fax.: +49 721 608 46066
Email: jens-stefan.tappe@kit.edu

Research Interests:

  • Stochastic Analysis, Stochastic Partial Differential Equations
  • Stochastic Invariance Problems, in particular for Manifolds and Cones
  • Semimartingale Theory of Stochastic Processes, Affine Processes, Lévy Processes
  • Financial Mathematics, No Arbitrage Concepts, Topological Vector Lattices
  • Actuarial Mathematics, Hybrid Models for Financial Markets and Mortality Rates
  • Stochastic Analysis with Rough Paths
  • Nonlinear Expectations, Model Uncertainty

External Funding:

  • 2018: DMV Subject Group Stochastics, grant for financial resources for a research visit (Indian Statistical Institute, Bangalore Centre, conducted 2019)
  • 2020: DFG Individual Research Grants, Module "Temporary Positions for Principal Investigators", grant for a duration of 24 months

Publications:


Teaching:

  • Here is a list of my teaching activities to date.

Advised Students:

  • Here is a list of advised theses.

Curriculum Vitae:





Current List of Courses
Semester Titel Typ
Winter Semester 2020/21 Seminar
Summer Semester 2020 Lecture
Proseminar