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 . Springer . doi:10.1007/s00780-024-00552-2.
    PUB | DOI | WoS
     
  • [33]
    2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2994190 OA
    Della Corte, S., Fuchs, F., Kraaij, R.C. & Nendel, M. (2024). A comparison Principle Based on Couplings of Partial Integro-Differential Operators (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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  • [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 . Taylor & Francis. doi:10.1080/14697688.2024.2403540.
    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. MDPI AG. doi:10.3390/risks12080131.
    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. Academic Press Inc Elsevier Science. doi:10.1016/j.jde.2024.08.024.
    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. Elsevier . doi:10.1016/j.jmateco.2023.102896.
    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. European Mathematical Society . doi:10.4171/PRIMS/59-2-4.
    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). Bielefeld: Center for Mathematical Economics.
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  • [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. Institute of Mathematical Statistics (IMS) . doi:10.1214/22-AIHP1270.
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  • [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 . Institute for Operations Research and the Management Sciences (INFORMS). doi:10.1287/moor.2022.1316.
    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). 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). 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). 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. Society for Industrial and Applied Mathematics . doi:10.1137/20M1314823.
    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. Institute of Mathematical Statistics. doi:10.1214/20-AAP1655.
    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). Bielefeld: Center for Mathematical Economics.
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  • [18]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948927 OA
    Nendel, M. (2021). Markov chains under nonlinear expectation. Mathematical Finance , 31(1), 474-507. Wiley. doi:10.1111/mafi.12289.
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  • [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. Elsevier . doi:10.1016/j.ijar.2020.12.013.
    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. Springer . doi:10.1007/s00028-021-00693-3.
    PUB | DOI | WoS
     
  • [15]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
    Nendel, M., Riedel, F. & Schmeck, M.D. (2021). A decomposition of general premium principles into risk and deviation. Insurance: Mathematics and Economics, 100, 193-209. Elsevier. doi:10.1016/j.insmatheco.2021.05.006.
    PUB | DOI | WoS
     
  • [14]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
    Nendel, M., Schmeck, M.D. & Riedel, F. (2020). Decomposition of General Premium Principles into Risk and Deviation (Center for Mathematical Economics Working Papers) (aktual. Version July 2020.). Bielefeld: Center for Mathematical Economics.
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  • [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. Wiley. doi:10.1112/blms.12371.
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  • [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. Elsevier. doi:10.1016/j.spa.2019.05.009.
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  • [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). 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). 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). 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). 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). 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). 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. ACADEMIC PRESS INC ELSEVIER SCIENCE. doi:10.1016/j.jmaa.2019.02.005.
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  • [4]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411 OA
    Nendel, M. (2018). Markov Chains under Nonlinear Expectation (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.
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  • [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). Bielefeld: Center for Mathematical Economics.
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  • [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. Springer Science and Business Media LLC. doi:10.1007/s11868-017-0224-x.
    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. Springer Science and Business Media LLC. doi:10.1215/17358787-2017-0024.
    PUB | DOI | WoS
     
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