PUB - Publikationen an der Universität Bielefeld

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• [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_b</i>. Finance and Stochastics .

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• [33]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2994190

  Della Corte, S., Fuchs, F., Kraaij, R. C., and 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.

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• [32]
  

  2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2993438

  Kupper, M., Nendel, M., and Sgarabottolo, A. (2024). Risk measures based on weak optimal transport. Quantitative Finance .

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• [31]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2992252

  Kurth, P., Nendel, M., and Streicher, J. (2024). A Hypothesis Test for the Long-Term Calibration in Rating Systems with Overlapping Time Windows. Risks 12:131.

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• [30]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2992227

  Goldys, B., Nendel, M., and Röckner, M. (2024). Operator semigroups in the mixed topology and the infinitesimal description of Markov processes. JOURNAL OF DIFFERENTIAL EQUATIONS 412, 23-86.

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• [29]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984060

  Nendel, M., and Streicher, J. (2023). An axiomatic approach to default risk and model uncertainty in rating systems. Journal of Mathematical Economics 109:102896.

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• [28]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2987533

  Denk, R., Kupper, M., and Nendel, M. (2023). Convex Monotone Semigroups on Lattices of Continuous Functions. Publications of the Research Institute for Mathematical Sciences 59, 393-421.

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• [27]
  

  2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2979730

  Blessing, J., Kupper, M., and 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.

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• [26]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2979259

  Fuhrmann, S., Kupper, M., and Nendel, M. (2023). Wasserstein perturbations of Markovian transition semigroups. Annales de l'Institut Henri Poincaré (B): Probability and Statistics 59, 904-932.

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• [25]
  

  2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2978299

  Dianetti, J., Ferrari, G., Fischer, M., and Nendel, M. (2022). A Unifying Framework for Submodular Mean Field Games. Mathematics of Operations Research .

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• [24]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962548

  Goldys, B., Nendel, M., and 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.

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• [23]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961486

  Blessing, J., Denk, R., Kupper, M., and 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.

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• [22]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759

  Dianetti, J., Ferrari, G., Fischer, M., and Nendel, M. (2022). A Unifying Framework for Submodular Mean Field Games. Center for Mathematical Economics Working Papers, 661, Bielefeld: Center for Mathematical Economics.

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• [21]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960405

  Nendel, M., and 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, 4400-4428.

  PUB | DOI | WoS
   
• [20]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414

  Dianetti, J., Ferrari, G., Fischer, M., and Nendel, M. (2021). Submodular mean field games: Existence and approximation of solutions. Annals of Applied Probability 31, 2538-2566.

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• [19]
  

  2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2954862

  Fuhrmann, S., Kupper, M., and Nendel, M. (2021). Wasserstein Perturbations of Markovian Transition Semigroups. Center for Mathematical Economics Working Papers, 649, Bielefeld: Center for Mathematical Economics.

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• [18]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948927

  Nendel, M. (2021). Markov chains under nonlinear expectation. Mathematical Finance 31, 474-507.

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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.

  PUB | DOI | WoS
   
• [16]
  

  2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2954681

  Denk, R., Kupper, M., and 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., and Schmeck, M. D. (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

  Nendel, M., Schmeck, M. D., and 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.

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• [13]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2944509

  Nendel, M. (2020). A note on stochastic dominance, uniform integrability and lattice properties. Bulletin of the London Mathematical Society 52, 907-923.

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• [12]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2941873

  Denk, R., Kupper, M., and Nendel, M. (2020). A semigroup approach to nonlinear Levy processes. Stochastic Processes and their Applications 130, 1616-1642.

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• [11]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699

  Dianetti, J., Ferrari, G., Fischer, M., and Nendel, M. (2019). Submodular Mean Field Games. Existence and Approximation of Solutions. Center for Mathematical Economics Working Papers, 621, Bielefeld: Center for Mathematical Economics.

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• [10]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258

  Denk, R., Kupper, M., and Nendel, M. (2019). Convex Semigroups on Banach Lattices. Center for Mathematical Economics Working Papers, 622, Bielefeld: Center for Mathematical Economics.

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• [9]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261

  Nendel, M. (2019). A Note on Stochastic Dominance and Compactness. Center for Mathematical Economics Working Papers, 623, Bielefeld: Center for Mathematical Economics.

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• [8]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265

  Nendel, M. (2019). On Nonlinear Expectations and Markov Chains under Model Uncertainty. Center for Mathematical Economics Working Papers, 628, Bielefeld: Center for Mathematical Economics.

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• [7]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013

  Nendel, M., and 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.

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• [6]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230

  Denk, R., Kupper, M., and Nendel, M. (2019). A Semigroup Approach to Nonlinear Lévy Processes. Center for Mathematical Economics Working Papers, 610, Bielefeld: Center for Mathematical Economics.

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• [5]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934597

  Barraza Martinez, B., Denk, R., Hernandez Monzon, J., Kammerlander, F., and Nendel, M. (2019). Regularity and asymptotic behavior for a damped plate-membrane transmission problem. Journal of Mathematical Analysis and Applications 474, 1082-1103.

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• [4]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411

  Nendel, M. (2018). Markov Chains under Nonlinear Expectation . Center for Mathematical Economics Working Papers, 588, Bielefeld: Center for Mathematical Economics.

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• [3]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570

  Barraz Martínez, B., Denk, R., Hernández Monzón, J., Kammerlander, F., and 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.

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• [2]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958408

  Barraza Martínez, B., Denk, R., Hernández Monzón, J., and Nendel, M. (2018). Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces. Journal of Pseudo-Differential Operators and Applications 9, 523-538.

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• [1]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958430

  Denk, R., Kupper, M., and Nendel, M. (2018). Kolmogorov-type and general extension results for nonlinear expectations. Banach Journal of Mathematical Analysis 12, 515-540.

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