29 Publikationen

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  • [29]
    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
     
  • [28]
    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
     
  • [27]
    2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2979730 OA
    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 OA
    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 OA
    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 OA
    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 OA
    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 OA
    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 OA
    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 OA
    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: 2939265 OA
    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
     
  • [10]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258 OA
    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
     
  • [9]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261 OA
    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
     
  • [8]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
    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: 2934230 OA
    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
     
  • [6]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013 OA
    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
     
  • [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 OA
    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 OA
    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
     

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