PUB - Publikationen an der Universität Bielefeld

Alle markieren

• [34]
  

  2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2999502

  M. Nendel, “Lower semicontinuity of monotone functionals in the mixed topology on <i>C_b</i>”, Finance and Stochastics , 2024.

  PUB | DOI | WoS
   
• [33]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2994190

  S. Della Corte, et al., A comparison Principle Based on Couplings of Partial Integro-Differential Operators, Center for Mathematical Economics Working Papers, vol. 696, Bielefeld: Center for Mathematical Economics, 2024.

  PUB | PDF
   
• [32]
  

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

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

  PUB | DOI | WoS
   
• [31]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2992252

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

  PUB | PDF | DOI | WoS
   
• [30]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2992227

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

  PUB | PDF | DOI | WoS
   
• [29]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984060

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

  PUB | DOI | WoS
   
• [28]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2987533

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

  PUB | DOI | WoS
   
• [27]
  

  2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2979730

  J. Blessing, M. Kupper, and M. Nendel, Convergence of Infintesimal Generators and Stability of Convex Montone Semigroups, Center for Mathematical Economics Working Papers, vol. 680, Bielefeld: Center for Mathematical Economics, 2023.

  PUB | PDF
   
• [26]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2979259

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

  PUB | DOI | WoS
   
• [25]
  

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

  J. Dianetti, et al., “A Unifying Framework for Submodular Mean Field Games”, Mathematics of Operations Research , 2022.

  PUB | DOI | WoS
   
• [24]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962548

  B. Goldys, M. Nendel, and M. Röckner, Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov Processes, Center for Mathematical Economics Working Papers, vol. 665, Bielefeld: Center for Mathematical Economics, 2022.

  PUB | PDF
   
• [23]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961486

  J. Blessing, et al., Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence , Center for Mathematical Economics Working Papers, vol. 662, Bielefeld: Center for Mathematical Economics, 2022.

  PUB | PDF
   
• [22]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759

  J. Dianetti, et al., A Unifying Framework for Submodular Mean Field Games, Center for Mathematical Economics Working Papers, vol. 661, Bielefeld: Center for Mathematical Economics, 2022.

  PUB | PDF
   
• [21]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960405

  M. Nendel and M. Röckner, “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, vol. 59, 2021, pp. 4400-4428.

  PUB | DOI | WoS
   
• [20]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414

  J. Dianetti, et al., “Submodular mean field games: Existence and approximation of solutions”, Annals of Applied Probability, vol. 31, 2021, pp. 2538-2566.

  PUB | DOI | WoS
   
• [19]
  

  2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2954862

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

  PUB | PDF
   
• [18]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948927

  M. Nendel, “Markov chains under nonlinear expectation”, Mathematical Finance , vol. 31, 2021, pp. 474-507.

  PUB | PDF | DOI | WoS
   
• [17]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954235

  M. Nendel, “On nonlinear expectations and Markov chains under model uncertainty”, International Journal of Approximate Reasoning, vol. 130, 2021, pp. 226-245.

  PUB | DOI | WoS
   
• [16]
  

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

  R. Denk, M. Kupper, and M. Nendel, “Convex semigroups on Lp -like spaces”, Journal of Evolution Equations, 2021.

  PUB | DOI | WoS
   
• [15]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012

  M. Nendel, F. Riedel, and M.D. Schmeck, “A decomposition of general premium principles into risk and deviation”, Insurance: Mathematics and Economics, vol. 100, 2021, pp. 193-209.

  PUB | DOI | WoS
   
• [14]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081

  M. Nendel, M.D. Schmeck, and F. Riedel, Decomposition of General Premium Principles into Risk and Deviation, Center for Mathematical Economics Working Papers, vol. 638, aktual. Version July 2020., Bielefeld: Center for Mathematical Economics, 2020.

  PUB | PDF
   
• [13]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2944509

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

  PUB | PDF | DOI | WoS
   
• [12]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2941873

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

  PUB | DOI | WoS
   
• [11]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258

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

  PUB | PDF
   
• [10]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261

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

  PUB | PDF
   
• [9]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265

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

  PUB | PDF
   
• [8]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699

  J. Dianetti, et al., Submodular Mean Field Games. Existence and Approximation of Solutions, Center for Mathematical Economics Working Papers, vol. 621, Bielefeld: Center for Mathematical Economics, 2019.

  PUB | PDF
   
• [7]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013

  M. Nendel and M. Röckner, Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems, Center for Mathematical Economics Working Papers, vol. 618, Bielefeld: Center for Mathematical Economics, 2019.

  PUB | PDF
   
• [6]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230

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

  PUB | PDF
   
• [5]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934597

  B. Barraza Martinez, et al., “Regularity and asymptotic behavior for a damped plate-membrane transmission problem”, Journal of Mathematical Analysis and Applications, vol. 474, 2019, pp. 1082-1103.

  PUB | DOI | WoS
   
• [4]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411

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

  PUB | PDF
   
• [3]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570

  B. Barraz Martínez, et al., Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem, Center for Mathematical Economics Working Papers, vol. 596, Bielefeld: Center for Mathematical Economics, 2018.

  PUB | PDF
   
• [2]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958408

  B. Barraza Martínez, et al., “Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces”, Journal of Pseudo-Differential Operators and Applications, vol. 9, 2018, pp. 523-538.

  PUB | DOI | WoS
   
• [1]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958430

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

  PUB | DOI | WoS