A semigroup approach to nonlinear Lévy processes R Denk, M Kupper, M Nendel Stochastic Processes and their Applications 130 (3), 1616-1642, 2020 | 48 | 2020 |
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 | 31 | 2021 |
Kolmogorov-type and general extension results for nonlinear expectations R Denk, M Kupper, M Nendel | 30 | 2018 |
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 | 29 | 2021 |
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 | 20 | 2023 |
Markov chains under nonlinear expectation M Nendel Mathematical Finance 31 (1), 474-507, 2021 | 20 | 2021 |
On nonlinear expectations and Markov chains under model uncertainty M Nendel International Journal of Approximate Reasoning 130, 226-245, 2021 | 16 | 2021 |
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 | 16 | 2019 |
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 | 15 | 2024 |
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 | 14 | 2025 |
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 | 13 | 2023 |
Lower semicontinuity of monotone functionals in the mixed topology on M Nendel Finance and Stochastics, 1-27, 2024 | 12 | 2024 |
A parametric approach to the estimation of convex risk functionals based on Wasserstein distance M Nendel, A Sgarabottolo arXiv preprint arXiv:2210.14340, 2022 | 10 | 2022 |
A decomposition of general premium principles into risk and deviation M Nendel, F Riedel, MD Schmeck Insurance: Mathematics and Economics 100, 193-209, 2021 | 10 | 2021 |
A note on stochastic dominance, uniform integrability and lattice properties M Nendel Bulletin of the London Mathematical Society 52 (5), 907-923, 2020 | 10 | 2020 |
Convergence of infinitesimal generators and stability of convex monotone semigroups J Blessing, M Kupper, M Nendel arXiv preprint arXiv:2305.18981, 2023 | 8 | 2023 |
Convex semigroups on -like spaces R Denk, M Kupper, M Nendel Journal of Evolution Equations 21 (2), 2491-2521, 2021 | 6 | 2021 |
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 | 4 | 2024 |
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 |