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., et al., 2024. A comparison Principle Based on Couplings of Partial Integro-Differential Operators, Center for Mathematical Economics Working Papers, no.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., & Sgarabottolo, A., 2024. Risk measures based on weak optimal transport. Quantitative Finance .
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  • [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.
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  • [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, p 23-86.
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  • [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), p 393-421.
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  • [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, no.680, 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), p 904-932.
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  • [25]
    2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2978299
    Dianetti, J., et al., 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, no.665, Bielefeld: Center for Mathematical Economics.
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  • [23]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961486 OA
    Blessing, J., et al., 2022. Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence , Center for Mathematical Economics Working Papers, no.662, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [22]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759 OA
    Dianetti, J., et al., 2022. A Unifying Framework for Submodular Mean Field Games, Center for Mathematical Economics Working Papers, no.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), p 4400-4428.
    PUB | DOI | WoS
     
  • [20]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414
    Dianetti, J., et al., 2021. Submodular mean field games: Existence and approximation of solutions. Annals of Applied Probability, 31(6), p 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, no.649, 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), p 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, p 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, M.D., 2021. A decomposition of general premium principles into risk and deviation. Insurance: Mathematics and Economics, 100, p 193-209.
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  • [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, no.638, 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), p 907-923.
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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), p 1616-1642.
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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, no.622, Bielefeld: Center for Mathematical Economics.
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  • [10]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261 OA
    Nendel, M., 2019. A Note on Stochastic Dominance and Compactness, Center for Mathematical Economics Working Papers, no.623, Bielefeld: Center for Mathematical Economics.
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  • [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, no.628, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [8]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
    Dianetti, J., et al., 2019. Submodular Mean Field Games. Existence and Approximation of Solutions, Center for Mathematical Economics Working Papers, no.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, no.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, no.610, Bielefeld: Center for Mathematical Economics.
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  • [5]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934597
    Barraza Martinez, B., et al., 2019. Regularity and asymptotic behavior for a damped plate-membrane transmission problem. Journal of Mathematical Analysis and Applications, 474(2), p 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, no.588, Bielefeld: Center for Mathematical Economics.
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  • [3]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570 OA
    Barraz Martínez, B., et al., 2018. Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem, Center for Mathematical Economics Working Papers, no.596, Bielefeld: Center for Mathematical Economics.
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  • [2]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958408
    Barraza Martínez, B., et al., 2018. Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces. Journal of Pseudo-Differential Operators and Applications, 9(3), p 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), p 515-540.
    PUB | DOI | WoS
     
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