34 Publikationen
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2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2999502Lower semicontinuity of monotone functionals in the mixed topology on CbPUB | DOI | WoS
Nendel, Max, Lower semicontinuity of monotone functionals in the mixed topology on <i>C<sub>b</sub></i>. Finance and Stochastics (). , 2024 -
2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2994190
A comparison Principle Based on Couplings of Partial Integro-Differential OperatorsPUB | PDF
Della Corte, Serena, A comparison Principle Based on Couplings of Partial Integro-Differential Operators. 696 (). Bielefeld, 2024 -
2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2993438Risk measures based on weak optimal transportPUB | DOI | WoS
Kupper, Michael, Risk measures based on weak optimal transport. Quantitative Finance (). , 2024 -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2992252
A Hypothesis Test for the Long-Term Calibration in Rating Systems with Overlapping Time WindowsPUB | PDF | DOI | WoS
Kurth, Patrick, A Hypothesis Test for the Long-Term Calibration in Rating Systems with Overlapping Time Windows. Risks 12 (8). , 2024 -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2992227
Operator semigroups in the mixed topology and the infinitesimal description of Markov processesPUB | PDF | DOI | WoS
Goldys, Ben, Operator semigroups in the mixed topology and the infinitesimal description of Markov processes. JOURNAL OF DIFFERENTIAL EQUATIONS 412 (). , 2024 -
2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984060An axiomatic approach to default risk and model uncertainty in rating systemsPUB | DOI | WoS
Nendel, Max, An axiomatic approach to default risk and model uncertainty in rating systems. Journal of Mathematical Economics 109 (). , 2023 -
2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2987533Convex Monotone Semigroups on Lattices of Continuous FunctionsPUB | DOI | WoS
Denk, Robert, Convex Monotone Semigroups on Lattices of Continuous Functions. Publications of the Research Institute for Mathematical Sciences 59 (2). , 2023 -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2979730
Convergence of Infintesimal Generators and Stability of Convex Montone SemigroupsPUB | PDF
Blessing, Jonas, Convergence of Infintesimal Generators and Stability of Convex Montone Semigroups. 680 (). Bielefeld, 2023 -
2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2979259Wasserstein perturbations of Markovian transition semigroupsPUB | DOI | WoS
Fuhrmann, Sven, Wasserstein perturbations of Markovian transition semigroups. Annales de l'Institut Henri Poincaré (B): Probability and Statistics 59 (2). , 2023 -
2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2978299A Unifying Framework for Submodular Mean Field GamesPUB | DOI | WoS
Dianetti, Jodi, A Unifying Framework for Submodular Mean Field Games. Mathematics of Operations Research (). , 2022 -
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962548
Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov ProcessesPUB | PDF
Goldys, Ben, Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov Processes. 665 (). Bielefeld, 2022 -
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961486
Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-ConvergencePUB | PDF
Blessing, Jonas, Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence . 662 (). Bielefeld, 2022 -
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759
A Unifying Framework for Submodular Mean Field GamesPUB | PDF
Dianetti, Jodi, A Unifying Framework for Submodular Mean Field Games. 661 (). Bielefeld, 2022 -
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960405Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems Read More: https://epubs.siam.org/doi/10.1137/20M1314823PUB | DOI | WoS
Nendel, Max, 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 -
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414Submodular mean field games: Existence and approximation of solutionsPUB | DOI | WoS
Dianetti, Jodi, Submodular mean field games: Existence and approximation of solutions. Annals of Applied Probability 31 (6). , 2021 -
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2954862
Wasserstein Perturbations of Markovian Transition SemigroupsPUB | PDF
Fuhrmann, Sven, Wasserstein Perturbations of Markovian Transition Semigroups. 649 (). Bielefeld, 2021 -
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948927
Markov chains under nonlinear expectationPUB | PDF | DOI | WoS
Nendel, Max, Markov chains under nonlinear expectation. Mathematical Finance 31 (1). , 2021 -
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954235On nonlinear expectations and Markov chains under model uncertaintyPUB | DOI | WoS
Nendel, Max, On nonlinear expectations and Markov chains under model uncertainty. International Journal of Approximate Reasoning 130 (). , 2021 -
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2954681Convex semigroups on Lp -like spacesPUB | DOI | WoS
Denk, Robert, Convex semigroups on Lp -like spaces. Journal of Evolution Equations (). , 2021 -
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012A decomposition of general premium principles into risk and deviationPUB | DOI | WoS
Nendel, Max, A decomposition of general premium principles into risk and deviation. Insurance: Mathematics and Economics 100 (). , 2021 -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081
Decomposition of General Premium Principles into Risk and DeviationPUB | PDF
Nendel, Max, Decomposition of General Premium Principles into Risk and Deviation. 638 (). Bielefeld, 2020 -
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2944509
A note on stochastic dominance, uniform integrability and lattice propertiesPUB | PDF | DOI | WoS
Nendel, Max, A note on stochastic dominance, uniform integrability and lattice properties. Bulletin of the London Mathematical Society 52 (5). , 2020 -
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2941873A semigroup approach to nonlinear Levy processesPUB | DOI | WoS
Denk, Robert, A semigroup approach to nonlinear Levy processes. Stochastic Processes and their Applications 130 (3). , 2020 -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699
Submodular Mean Field Games. Existence and Approximation of SolutionsPUB | PDF
Dianetti, Jodi, Submodular Mean Field Games. Existence and Approximation of Solutions. 621 (). Bielefeld, 2019 -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937258
Convex Semigroups on Banach LatticesPUB | PDF
Denk, Robert, Convex Semigroups on Banach Lattices. 622 (). Bielefeld, 2019 -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937261
A Note on Stochastic Dominance and CompactnessPUB | PDF
Nendel, Max, A Note on Stochastic Dominance and Compactness. 623 (). Bielefeld, 2019 -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939265
On Nonlinear Expectations and Markov Chains under Model UncertaintyPUB | PDF
Nendel, Max, On Nonlinear Expectations and Markov Chains under Model Uncertainty. 628 (). Bielefeld, 2019 -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy ProblemsPUB | PDF
Nendel, Max, Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. 618 (). Bielefeld, 2019 -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2934230
A Semigroup Approach to Nonlinear Lévy ProcessesPUB | PDF
Denk, Robert, A Semigroup Approach to Nonlinear Lévy Processes. 610 (). Bielefeld, 2019 -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934597Regularity and asymptotic behavior for a damped plate-membrane transmission problemPUB | DOI | WoS
Barraza Martinez, Bienvenido, Regularity and asymptotic behavior for a damped plate-membrane transmission problem. Journal of Mathematical Analysis and Applications 474 (2). , 2019 -
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930411
Markov Chains under Nonlinear ExpectationPUB | PDF
Nendel, Max, Markov Chains under Nonlinear Expectation . 588 (). Bielefeld, 2018 -
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930570
Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission ProblemPUB | PDF
Barraz Martínez, Bienvenido, Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem. 596 (). Bielefeld, 2018 -
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958408Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spacesPUB | DOI | WoS
Barraza Martínez, Bienvenido, Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces. Journal of Pseudo-Differential Operators and Applications 9 (3). , 2018 -
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958430Kolmogorov-type and general extension results for nonlinear expectationsPUB | DOI | WoS
Denk, Robert, Kolmogorov-type and general extension results for nonlinear expectations. Banach Journal of Mathematical Analysis 12 (3). , 2018