24 Publikationen
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962548

Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov Processes
Goldys B, Nendel M, Röckner M (2022) Center for Mathematical Economics Working Papers; 665.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Goldys B, Nendel M, Röckner M (2022) Center for Mathematical Economics Working Papers; 665.
Bielefeld: Center for Mathematical Economics.
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961486

Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence
Blessing J, Denk R, Kupper M, Nendel M (2022) Center for Mathematical Economics Working Papers; 662.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Blessing J, Denk R, Kupper M, Nendel M (2022) Center for Mathematical Economics Working Papers; 662.
Bielefeld: Center for Mathematical Economics.
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759

A Unifying Framework for Submodular Mean Field Games
Dianetti J, Ferrari G, Fischer M, Nendel M (2022) Center for Mathematical Economics Working Papers; 661.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Dianetti J, Ferrari G, Fischer M, Nendel M (2022) Center for Mathematical Economics Working Papers; 661.
Bielefeld: Center for Mathematical Economics.
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960405
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems Read More: https://epubs.siam.org/doi/10.1137/20M1314823
Nendel M, Röckner M (2021)
SIAM Journal on Control and Optimization 59(6): 4400-4428.
PUB | DOI | WoS
Nendel M, Röckner M (2021)
SIAM Journal on Control and Optimization 59(6): 4400-4428.
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414
Submodular mean field games: Existence and approximation of solutions
Dianetti J, Ferrari G, Fischer M, Nendel M (2021)
Annals of Applied Probability 31(6): 2538-2566.
PUB | DOI | WoS
Dianetti J, Ferrari G, Fischer M, Nendel M (2021)
Annals of Applied Probability 31(6): 2538-2566.
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2954862

Wasserstein Perturbations of Markovian Transition Semigroups
Fuhrmann S, Kupper M, Nendel M (2021) Center for Mathematical Economics Working Papers; 649.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Fuhrmann S, Kupper M, Nendel M (2021) Center for Mathematical Economics Working Papers; 649.
Bielefeld: Center for Mathematical Economics.
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954235
On nonlinear expectations and Markov chains under model uncertainty
Nendel M (2021)
International Journal of Approximate Reasoning 130: 226-245.
PUB | DOI | WoS
Nendel M (2021)
International Journal of Approximate Reasoning 130: 226-245.
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2954681
Convex semigroups on Lp -like spaces
Denk R, Kupper M, Nendel M (2021)
Journal of Evolution Equations.
PUB | DOI | WoS
Denk R, Kupper M, Nendel M (2021)
Journal of Evolution Equations.
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
A decomposition of general premium principles into risk and deviation
Nendel M, Riedel F, Schmeck MD (2021)
Insurance: Mathematics and Economics 100: 193-209.
PUB | DOI | WoS
Nendel M, Riedel F, Schmeck MD (2021)
Insurance: Mathematics and Economics 100: 193-209.
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081

Decomposition of General Premium Principles into Risk and Deviation
Nendel M, Schmeck MD, Riedel F (2020) Center for Mathematical Economics Working Papers; 638, aktual. Version July 2020.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M, Schmeck MD, Riedel F (2020) Center for Mathematical Economics Working Papers; 638, aktual. Version July 2020.
Bielefeld: Center for Mathematical Economics.
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2944509

A note on stochastic dominance, uniform integrability and lattice properties
Nendel M (2020)
Bulletin of the London Mathematical Society 52(5): 907-923.
PUB
| PDF | DOI | WoS
Nendel M (2020)
Bulletin of the London Mathematical Society 52(5): 907-923.
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2941873
A semigroup approach to nonlinear Levy processes
Denk R, Kupper M, Nendel M (2020)
Stochastic Processes and their Applications 130(3): 1616-1642.
PUB | DOI | WoS
Denk R, Kupper M, Nendel M (2020)
Stochastic Processes and their Applications 130(3): 1616-1642.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265

On Nonlinear Expectations and Markov Chains under Model Uncertainty
Nendel M (2019) Center for Mathematical Economics Working Papers; 628.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M (2019) Center for Mathematical Economics Working Papers; 628.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699

Submodular Mean Field Games. Existence and Approximation of Solutions
Dianetti J, Ferrari G, Fischer M, Nendel M (2019) Center for Mathematical Economics Working Papers; 621.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Dianetti J, Ferrari G, Fischer M, Nendel M (2019) Center for Mathematical Economics Working Papers; 621.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258

Convex Semigroups on Banach Lattices
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 622.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 622.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261

A Note on Stochastic Dominance and Compactness
Nendel M (2019) Center for Mathematical Economics Working Papers; 623.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M (2019) Center for Mathematical Economics Working Papers; 623.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230

A Semigroup Approach to Nonlinear Lévy Processes
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 610.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 610.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013

Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
Nendel M, Röckner M (2019) Center for Mathematical Economics Working Papers; 618.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M, Röckner M (2019) Center for Mathematical Economics Working Papers; 618.
Bielefeld: Center for Mathematical Economics.
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934597
Regularity and asymptotic behavior for a damped plate-membrane transmission problem
Barraza Martinez B, Denk R, Hernandez Monzon J, Kammerlander F, Nendel M (2019)
Journal of Mathematical Analysis and Applications 474(2): 1082-1103.
PUB | DOI | WoS
Barraza Martinez B, Denk R, Hernandez Monzon J, Kammerlander F, Nendel M (2019)
Journal of Mathematical Analysis and Applications 474(2): 1082-1103.
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411

Markov Chains under Nonlinear Expectation
Nendel M (2018) Center for Mathematical Economics Working Papers; 588.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M (2018) Center for Mathematical Economics Working Papers; 588.
Bielefeld: Center for Mathematical Economics.
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570

Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem
Barraz Martínez B, Denk R, Hernández Monzón J, Kammerlander F, Nendel M (2018) Center for Mathematical Economics Working Papers; 596.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Barraz Martínez B, Denk R, Hernández Monzón J, Kammerlander F, Nendel M (2018) Center for Mathematical Economics Working Papers; 596.
Bielefeld: Center for Mathematical Economics.
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958408
Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces
Barraza Martínez B, Denk R, Hernández Monzón J, Nendel M (2018)
Journal of Pseudo-Differential Operators and Applications 9(3): 523-538.
PUB | DOI | WoS
Barraza Martínez B, Denk R, Hernández Monzón J, Nendel M (2018)
Journal of Pseudo-Differential Operators and Applications 9(3): 523-538.
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958430
Kolmogorov-type and general extension results for nonlinear expectations
Denk R, Kupper M, Nendel M (2018)
Banach Journal of Mathematical Analysis 12(3): 515-540.
PUB | DOI | WoS
Denk R, Kupper M, Nendel M (2018)
Banach Journal of Mathematical Analysis 12(3): 515-540.
24 Publikationen
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962548

Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov Processes
Goldys B, Nendel M, Röckner M (2022) Center for Mathematical Economics Working Papers; 665.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Goldys B, Nendel M, Röckner M (2022) Center for Mathematical Economics Working Papers; 665.
Bielefeld: Center for Mathematical Economics.
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961486

Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence
Blessing J, Denk R, Kupper M, Nendel M (2022) Center for Mathematical Economics Working Papers; 662.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Blessing J, Denk R, Kupper M, Nendel M (2022) Center for Mathematical Economics Working Papers; 662.
Bielefeld: Center for Mathematical Economics.
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759

A Unifying Framework for Submodular Mean Field Games
Dianetti J, Ferrari G, Fischer M, Nendel M (2022) Center for Mathematical Economics Working Papers; 661.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Dianetti J, Ferrari G, Fischer M, Nendel M (2022) Center for Mathematical Economics Working Papers; 661.
Bielefeld: Center for Mathematical Economics.
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960405
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems Read More: https://epubs.siam.org/doi/10.1137/20M1314823
Nendel M, Röckner M (2021)
SIAM Journal on Control and Optimization 59(6): 4400-4428.
PUB | DOI | WoS
Nendel M, Röckner M (2021)
SIAM Journal on Control and Optimization 59(6): 4400-4428.
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414
Submodular mean field games: Existence and approximation of solutions
Dianetti J, Ferrari G, Fischer M, Nendel M (2021)
Annals of Applied Probability 31(6): 2538-2566.
PUB | DOI | WoS
Dianetti J, Ferrari G, Fischer M, Nendel M (2021)
Annals of Applied Probability 31(6): 2538-2566.
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2954862

Wasserstein Perturbations of Markovian Transition Semigroups
Fuhrmann S, Kupper M, Nendel M (2021) Center for Mathematical Economics Working Papers; 649.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Fuhrmann S, Kupper M, Nendel M (2021) Center for Mathematical Economics Working Papers; 649.
Bielefeld: Center for Mathematical Economics.
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954235
On nonlinear expectations and Markov chains under model uncertainty
Nendel M (2021)
International Journal of Approximate Reasoning 130: 226-245.
PUB | DOI | WoS
Nendel M (2021)
International Journal of Approximate Reasoning 130: 226-245.
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2954681
Convex semigroups on Lp -like spaces
Denk R, Kupper M, Nendel M (2021)
Journal of Evolution Equations.
PUB | DOI | WoS
Denk R, Kupper M, Nendel M (2021)
Journal of Evolution Equations.
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
A decomposition of general premium principles into risk and deviation
Nendel M, Riedel F, Schmeck MD (2021)
Insurance: Mathematics and Economics 100: 193-209.
PUB | DOI | WoS
Nendel M, Riedel F, Schmeck MD (2021)
Insurance: Mathematics and Economics 100: 193-209.
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081

Decomposition of General Premium Principles into Risk and Deviation
Nendel M, Schmeck MD, Riedel F (2020) Center for Mathematical Economics Working Papers; 638, aktual. Version July 2020.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M, Schmeck MD, Riedel F (2020) Center for Mathematical Economics Working Papers; 638, aktual. Version July 2020.
Bielefeld: Center for Mathematical Economics.
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2944509

A note on stochastic dominance, uniform integrability and lattice properties
Nendel M (2020)
Bulletin of the London Mathematical Society 52(5): 907-923.
PUB
| PDF | DOI | WoS
Nendel M (2020)
Bulletin of the London Mathematical Society 52(5): 907-923.
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2941873
A semigroup approach to nonlinear Levy processes
Denk R, Kupper M, Nendel M (2020)
Stochastic Processes and their Applications 130(3): 1616-1642.
PUB | DOI | WoS
Denk R, Kupper M, Nendel M (2020)
Stochastic Processes and their Applications 130(3): 1616-1642.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265

On Nonlinear Expectations and Markov Chains under Model Uncertainty
Nendel M (2019) Center for Mathematical Economics Working Papers; 628.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M (2019) Center for Mathematical Economics Working Papers; 628.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699

Submodular Mean Field Games. Existence and Approximation of Solutions
Dianetti J, Ferrari G, Fischer M, Nendel M (2019) Center for Mathematical Economics Working Papers; 621.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Dianetti J, Ferrari G, Fischer M, Nendel M (2019) Center for Mathematical Economics Working Papers; 621.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258

Convex Semigroups on Banach Lattices
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 622.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 622.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261

A Note on Stochastic Dominance and Compactness
Nendel M (2019) Center for Mathematical Economics Working Papers; 623.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M (2019) Center for Mathematical Economics Working Papers; 623.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230

A Semigroup Approach to Nonlinear Lévy Processes
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 610.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 610.
Bielefeld: Center for Mathematical Economics.
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013

Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
Nendel M, Röckner M (2019) Center for Mathematical Economics Working Papers; 618.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M, Röckner M (2019) Center for Mathematical Economics Working Papers; 618.
Bielefeld: Center for Mathematical Economics.
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934597
Regularity and asymptotic behavior for a damped plate-membrane transmission problem
Barraza Martinez B, Denk R, Hernandez Monzon J, Kammerlander F, Nendel M (2019)
Journal of Mathematical Analysis and Applications 474(2): 1082-1103.
PUB | DOI | WoS
Barraza Martinez B, Denk R, Hernandez Monzon J, Kammerlander F, Nendel M (2019)
Journal of Mathematical Analysis and Applications 474(2): 1082-1103.
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411

Markov Chains under Nonlinear Expectation
Nendel M (2018) Center for Mathematical Economics Working Papers; 588.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Nendel M (2018) Center for Mathematical Economics Working Papers; 588.
Bielefeld: Center for Mathematical Economics.
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570

Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem
Barraz Martínez B, Denk R, Hernández Monzón J, Kammerlander F, Nendel M (2018) Center for Mathematical Economics Working Papers; 596.
Bielefeld: Center for Mathematical Economics.
PUB
| PDF
Barraz Martínez B, Denk R, Hernández Monzón J, Kammerlander F, Nendel M (2018) Center for Mathematical Economics Working Papers; 596.
Bielefeld: Center for Mathematical Economics.
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958408
Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces
Barraza Martínez B, Denk R, Hernández Monzón J, Nendel M (2018)
Journal of Pseudo-Differential Operators and Applications 9(3): 523-538.
PUB | DOI | WoS
Barraza Martínez B, Denk R, Hernández Monzón J, Nendel M (2018)
Journal of Pseudo-Differential Operators and Applications 9(3): 523-538.
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958430
Kolmogorov-type and general extension results for nonlinear expectations
Denk R, Kupper M, Nendel M (2018)
Banach Journal of Mathematical Analysis 12(3): 515-540.
PUB | DOI | WoS
Denk R, Kupper M, Nendel M (2018)
Banach Journal of Mathematical Analysis 12(3): 515-540.