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Max Nendel
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Year
A semigroup approach to nonlinear Lévy processes
R Denk, M Kupper, M Nendel
Stochastic Processes and their Applications 130 (3), 1616-1642, 2020
482020
Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems
M Nendel, M Röckner
SIAM Journal on Control and Optimization 59 (6), 4400-4428, 2021
312021
Kolmogorov-type and general extension results for nonlinear expectations
R Denk, M Kupper, M Nendel
302018
Submodular mean field games: Existence and approximation of solutions
J Dianetti, G Ferrari, M Fischer, M Nendel
The Annals of Applied Probability 31 (6), 2538-2566, 2021
292021
A unifying framework for submodular mean field games
J Dianetti, G Ferrari, M Fischer, M Nendel
Mathematics of Operations Research 48 (3), 1679-1710, 2023
202023
Markov chains under nonlinear expectation
M Nendel
Mathematical Finance 31 (1), 474-507, 2021
202021
On nonlinear expectations and Markov chains under model uncertainty
M Nendel
International Journal of Approximate Reasoning 130, 226-245, 2021
162021
Regularity and asymptotic behavior for a damped plate–membrane transmission problem
BB Martínez, R Denk, JH Monzón, F Kammerlander, M Nendel
Journal of mathematical Analysis and Applications 474 (2), 1082-1103, 2019
162019
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
B Goldys, M Nendel, M Röckner
Journal of Differential Equations 412, 23-86, 2024
152024
Convex monotone semigroups and their generators with respect to γ-convergence
J Blessing, R Denk, M Kupper, M Nendel
Journal of Functional Analysis, 110841, 2025
142025
Wasserstein perturbations of Markovian transition semigroups
S Fuhrmann, M Kupper, M Nendel
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 59 (2 …, 2023
132023
Lower semicontinuity of monotone functionals in the mixed topology on
M Nendel
Finance and Stochastics, 1-27, 2024
122024
A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
M Nendel, A Sgarabottolo
arXiv preprint arXiv:2210.14340, 2022
102022
A decomposition of general premium principles into risk and deviation
M Nendel, F Riedel, MD Schmeck
Insurance: Mathematics and Economics 100, 193-209, 2021
102021
A note on stochastic dominance, uniform integrability and lattice properties
M Nendel
Bulletin of the London Mathematical Society 52 (5), 907-923, 2020
102020
Convergence of infinitesimal generators and stability of convex monotone semigroups
J Blessing, M Kupper, M Nendel
arXiv preprint arXiv:2305.18981, 2023
82023
Convex semigroups on -like spaces
R Denk, M Kupper, M Nendel
Journal of Evolution Equations 21 (2), 2491-2521, 2021
62021
Convex monotone semigroups on lattices of continuous functions
R Denk, M Kupper, M Nendel
Publications of the Research Institute for Mathematical Sciences 59 (2), 393-421, 2023
5*2023
Risk measures based on weak optimal transport
M Kupper, M Nendel, A Sgarabottolo
Quantitative Finance, 1-18, 2024
42024
Separability versus robustness of Orlicz spaces: Financial and economic perspectives
FB Liebrich, M Nendel
SIAM Journal on Financial Mathematics 13 (4), 1344-1378, 2022
4*2022
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