Max Nendel

max.nendel@uni-bielefeld.de
PEVZ-ID
127338064

34 Publikationen

Alle markieren

  • [34]
    2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2999502
    Nendel M (2024)
    Lower semicontinuity of monotone functionals in the mixed topology on <i>C<sub>b</sub></i>.
    Finance and Stochastics .
    PUB | DOI | WoS
     
  • [33]
    2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2994190 OA
    Della Corte S, Fuchs F, Kraaij RC, Nendel M (2024)
    A comparison Principle Based on Couplings of Partial Integro-Differential Operators. Center for Mathematical Economics Working Papers; 696.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [32]
    2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2993438
    Kupper M, Nendel M, Sgarabottolo A (2024)
    Risk measures based on weak optimal transport.
    Quantitative Finance .
    PUB | DOI | WoS
     
  • [31]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2992252 OA
    Kurth P, Nendel M, Streicher J (2024)
    A Hypothesis Test for the Long-Term Calibration in Rating Systems with Overlapping Time Windows.
    Risks 12(8): 131.
    PUB | PDF | DOI | WoS
     
  • [30]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2992227 OA
    Goldys B, Nendel M, Röckner M (2024)
    Operator semigroups in the mixed topology and the infinitesimal description of Markov processes.
    JOURNAL OF DIFFERENTIAL EQUATIONS 412: 23-86.
    PUB | PDF | DOI | WoS
     
  • [29]
    2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984060
    Nendel M, Streicher J (2023)
    An axiomatic approach to default risk and model uncertainty in rating systems.
    Journal of Mathematical Economics 109: 102896.
    PUB | DOI | WoS
     
  • [28]
    2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2987533
    Denk R, Kupper M, Nendel M (2023)
    Convex Monotone Semigroups on Lattices of Continuous Functions.
    Publications of the Research Institute for Mathematical Sciences 59(2): 393-421.
    PUB | DOI | WoS
     
  • [27]
    2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2979730 OA
    Blessing J, Kupper M, Nendel M (2023)
    Convergence of Infintesimal Generators and Stability of Convex Montone Semigroups. Center for Mathematical Economics Working Papers; 680.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [26]
    2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2979259
    Fuhrmann S, Kupper M, Nendel M (2023)
    Wasserstein perturbations of Markovian transition semigroups.
    Annales de l'Institut Henri Poincaré (B): Probability and Statistics 59(2): 904-932.
    PUB | DOI | WoS
     
  • [25]
    2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2978299
    Dianetti J, Ferrari G, Fischer M, Nendel M (2022)
    A Unifying Framework for Submodular Mean Field Games.
    Mathematics of Operations Research .
    PUB | DOI | WoS
     
  • [24]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962548 OA
    Goldys B, Nendel M, Röckner M (2022)
    Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov Processes. Center for Mathematical Economics Working Papers; 665.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [23]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961486 OA
    Blessing J, Denk R, Kupper M, Nendel M (2022)
    Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence . Center for Mathematical Economics Working Papers; 662.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [22]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759 OA
    Dianetti J, Ferrari G, Fischer M, Nendel M (2022)
    A Unifying Framework for Submodular Mean Field Games. Center for Mathematical Economics Working Papers; 661.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [21]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960405
    Nendel M, Röckner M (2021)
    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.
    SIAM Journal on Control and Optimization 59(6): 4400-4428.
    PUB | DOI | WoS
     
  • [20]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414
    Dianetti J, Ferrari G, Fischer M, Nendel M (2021)
    Submodular mean field games: Existence and approximation of solutions.
    Annals of Applied Probability 31(6): 2538-2566.
    PUB | DOI | WoS
     
  • [19]
    2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2954862 OA
    Fuhrmann S, Kupper M, Nendel M (2021)
    Wasserstein Perturbations of Markovian Transition Semigroups. Center for Mathematical Economics Working Papers; 649.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [18]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948927 OA
    Nendel M (2021)
    Markov chains under nonlinear expectation.
    Mathematical Finance 31(1): 474-507.
    PUB | PDF | DOI | WoS
     
  • [17]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954235
    Nendel M (2021)
    On nonlinear expectations and Markov chains under model uncertainty.
    International Journal of Approximate Reasoning 130: 226-245.
    PUB | DOI | WoS
     
  • [16]
    2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2954681
    Denk R, Kupper M, Nendel M (2021)
    Convex semigroups on Lp -like spaces.
    Journal of Evolution Equations.
    PUB | DOI | WoS
     
  • [15]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
    Nendel M, Riedel F, Schmeck MD (2021)
    A decomposition of general premium principles into risk and deviation.
    Insurance: Mathematics and Economics 100: 193-209.
    PUB | DOI | WoS
     
  • [14]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
    Nendel M, Schmeck MD, Riedel F (2020)
    Decomposition of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers; 638, aktual. Version July 2020.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [13]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2944509 OA
    Nendel M (2020)
    A note on stochastic dominance, uniform integrability and lattice properties.
    Bulletin of the London Mathematical Society 52(5): 907-923.
    PUB | PDF | DOI | WoS
     
  • [12]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2941873
    Denk R, Kupper M, Nendel M (2020)
    A semigroup approach to nonlinear Levy processes.
    Stochastic Processes and their Applications 130(3): 1616-1642.
    PUB | DOI | WoS
     
  • [11]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258 OA
    Denk R, Kupper M, Nendel M (2019)
    Convex Semigroups on Banach Lattices. Center for Mathematical Economics Working Papers; 622.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [10]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261 OA
    Nendel M (2019)
    A Note on Stochastic Dominance and Compactness. Center for Mathematical Economics Working Papers; 623.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [9]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265 OA
    Nendel M (2019)
    On Nonlinear Expectations and Markov Chains under Model Uncertainty. Center for Mathematical Economics Working Papers; 628.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [8]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
    Dianetti J, Ferrari G, Fischer M, Nendel M (2019)
    Submodular Mean Field Games. Existence and Approximation of Solutions. Center for Mathematical Economics Working Papers; 621.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [7]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013 OA
    Nendel M, Röckner M (2019)
    Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. Center for Mathematical Economics Working Papers; 618.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [6]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230 OA
    Denk R, Kupper M, Nendel M (2019)
    A Semigroup Approach to Nonlinear Lévy Processes. Center for Mathematical Economics Working Papers; 610.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [5]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934597
    Barraza Martinez B, Denk R, Hernandez Monzon J, Kammerlander F, Nendel M (2019)
    Regularity and asymptotic behavior for a damped plate-membrane transmission problem.
    Journal of Mathematical Analysis and Applications 474(2): 1082-1103.
    PUB | DOI | WoS
     
  • [4]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411 OA
    Nendel M (2018)
    Markov Chains under Nonlinear Expectation . Center for Mathematical Economics Working Papers; 588.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [3]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570 OA
    Barraz Martínez B, Denk R, Hernández Monzón J, Kammerlander F, Nendel M (2018)
    Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem. Center for Mathematical Economics Working Papers; 596.
    Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [2]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958408
    Barraza Martínez B, Denk R, Hernández Monzón J, Nendel M (2018)
    Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces.
    Journal of Pseudo-Differential Operators and Applications 9(3): 523-538.
    PUB | DOI | WoS
     
  • [1]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958430
    Denk R, Kupper M, Nendel M (2018)
    Kolmogorov-type and general extension results for nonlinear expectations.
    Banach Journal of Mathematical Analysis 12(3): 515-540.
    PUB | DOI | WoS
     
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