29 Publikationen

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  • [29]
    2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984060
    Nendel, Max, and Streicher, Jan. “An axiomatic approach to default risk and model uncertainty in rating systems”. Journal of Mathematical Economics 109 (2023): 102896.
    PUB | DOI | WoS
     
  • [28]
    2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2987533
    Denk, Robert, Kupper, Michael, and Nendel, Max. “Convex Monotone Semigroups on Lattices of Continuous Functions”. Publications of the Research Institute for Mathematical Sciences 59.2 (2023): 393-421.
    PUB | DOI | WoS
     
  • [27]
    2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2979730 OA
    Blessing, Jonas, Kupper, Michael, and Nendel, Max. Convergence of Infintesimal Generators and Stability of Convex Montone Semigroups. Bielefeld: Center for Mathematical Economics, 2023. Center for Mathematical Economics Working Papers. 680.
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  • [26]
    2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2979259
    Fuhrmann, Sven, Kupper, Michael, and Nendel, Max. “Wasserstein perturbations of Markovian transition semigroups”. Annales de l'Institut Henri Poincaré (B): Probability and Statistics 59.2 (2023): 904-932.
    PUB | DOI | WoS
     
  • [25]
    2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2978299
    Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. “A Unifying Framework for Submodular Mean Field Games”. Mathematics of Operations Research (2022).
    PUB | DOI | WoS
     
  • [24]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962548 OA
    Goldys, Ben, Nendel, Max, and Röckner, Michael. Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov Processes. Bielefeld: Center for Mathematical Economics, 2022. Center for Mathematical Economics Working Papers. 665.
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  • [23]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961486 OA
    Blessing, Jonas, Denk, Robert, Kupper, Michael, and Nendel, Max. Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence . Bielefeld: Center for Mathematical Economics, 2022. Center for Mathematical Economics Working Papers. 662.
    PUB | PDF
     
  • [22]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759 OA
    Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. A Unifying Framework for Submodular Mean Field Games. Bielefeld: Center for Mathematical Economics, 2022. Center for Mathematical Economics Working Papers. 661.
    PUB | PDF
     
  • [21]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960405
    Nendel, Max, and Röckner, Michael. “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 (2021): 4400-4428.
    PUB | DOI | WoS
     
  • [20]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414
    Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. “Submodular mean field games: Existence and approximation of solutions”. Annals of Applied Probability 31.6 (2021): 2538-2566.
    PUB | DOI | WoS
     
  • [19]
    2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2954862 OA
    Fuhrmann, Sven, Kupper, Michael, and Nendel, Max. Wasserstein Perturbations of Markovian Transition Semigroups. Bielefeld: Center for Mathematical Economics, 2021. Center for Mathematical Economics Working Papers. 649.
    PUB | PDF
     
  • [18]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948927 OA
    Nendel, Max. “Markov chains under nonlinear expectation”. Mathematical Finance 31.1 (2021): 474-507.
    PUB | PDF | DOI | WoS
     
  • [17]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954235
    Nendel, Max. “On nonlinear expectations and Markov chains under model uncertainty”. International Journal of Approximate Reasoning 130 (2021): 226-245.
    PUB | DOI | WoS
     
  • [16]
    2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2954681
    Denk, Robert, Kupper, Michael, and Nendel, Max. “Convex semigroups on Lp -like spaces”. Journal of Evolution Equations (2021).
    PUB | DOI | WoS
     
  • [15]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
    Nendel, Max, Riedel, Frank, and Schmeck, Maren Diane. “A decomposition of general premium principles into risk and deviation”. Insurance: Mathematics and Economics 100 (2021): 193-209.
    PUB | DOI | WoS
     
  • [14]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
    Nendel, Max, Schmeck, Maren Diane, and Riedel, Frank. Decomposition of General Premium Principles into Risk and Deviation. aktual. Version July 2020. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 638.
    PUB | PDF
     
  • [13]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2944509 OA
    Nendel, Max. “A note on stochastic dominance, uniform integrability and lattice properties”. Bulletin of the London Mathematical Society 52.5 (2020): 907-923.
    PUB | PDF | DOI | WoS
     
  • [12]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2941873
    Denk, Robert, Kupper, Michael, and Nendel, Max. “A semigroup approach to nonlinear Levy processes”. Stochastic Processes and their Applications 130.3 (2020): 1616-1642.
    PUB | DOI | WoS
     
  • [11]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265 OA
    Nendel, Max. On Nonlinear Expectations and Markov Chains under Model Uncertainty. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 628.
    PUB | PDF
     
  • [10]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258 OA
    Denk, Robert, Kupper, Michael, and Nendel, Max. Convex Semigroups on Banach Lattices. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 622.
    PUB | PDF
     
  • [9]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261 OA
    Nendel, Max. A Note on Stochastic Dominance and Compactness. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 623.
    PUB | PDF
     
  • [8]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699 OA
    Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. Submodular Mean Field Games. Existence and Approximation of Solutions. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 621.
    PUB | PDF
     
  • [7]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230 OA
    Denk, Robert, Kupper, Michael, and Nendel, Max. A Semigroup Approach to Nonlinear Lévy Processes. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 610.
    PUB | PDF
     
  • [6]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013 OA
    Nendel, Max, and Röckner, Michael. Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 618.
    PUB | PDF
     
  • [5]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934597
    Barraza Martinez, Bienvenido, Denk, Robert, Hernandez Monzon, Jairo, Kammerlander, Felix, and Nendel, Max. “Regularity and asymptotic behavior for a damped plate-membrane transmission problem”. Journal of Mathematical Analysis and Applications 474.2 (2019): 1082-1103.
    PUB | DOI | WoS
     
  • [4]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411 OA
    Nendel, Max. Markov Chains under Nonlinear Expectation . Bielefeld: Center for Mathematical Economics, 2018. Center for Mathematical Economics Working Papers. 588.
    PUB | PDF
     
  • [3]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570 OA
    Barraz Martínez, Bienvenido, Denk, Robert, Hernández Monzón, Jairo, Kammerlander, Felix, and Nendel, Max. Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem. Bielefeld: Center for Mathematical Economics, 2018. Center for Mathematical Economics Working Papers. 596.
    PUB | PDF
     
  • [2]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958408
    Barraza Martínez, Bienvenido, Denk, Robert, Hernández Monzón, Jairo, and Nendel, Max. “Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces”. Journal of Pseudo-Differential Operators and Applications 9.3 (2018): 523-538.
    PUB | DOI | WoS
     
  • [1]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958430
    Denk, Robert, Kupper, Michael, and Nendel, Max. “Kolmogorov-type and general extension results for nonlinear expectations”. Banach Journal of Mathematical Analysis 12.3 (2018): 515-540.
    PUB | DOI | WoS
     

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