A semigroup approach to nonlinear Lévy processes R Denk, M Kupper, M Nendel
Stochastic Processes and their Applications 130 (3), 1616-1642, 2020
41 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
27 2021 Kolmogorov-type and general extension results for nonlinear expectations R Denk, M Kupper, M Nendel
27 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
22 2021 Markov chains under nonlinear expectation M Nendel
Mathematical Finance 31 (1), 474-507, 2021
17 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
15 2019 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
13 2023 On nonlinear expectations and Markov chains under model uncertainty M Nendel
International Journal of Approximate Reasoning 130, 226-245, 2021
13 2021 Operator semigroups in the mixed topology and the infinitesimal description of Markov processes B Goldys, M Nendel, M Röckner
arXiv preprint arXiv:2204.07484, 2022
11 2022 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
10 2023 Convex monotone semigroups and their generators with respect to -convergence J Blessing, R Denk, M Kupper, M Nendel
arXiv preprint arXiv:2202.08653, 2022
10 2022 A note on stochastic dominance, uniform integrability and lattice properties M Nendel
Bulletin of the London Mathematical Society 52 (5), 907-923, 2020
9 2020 Lower semicontinuity of monotone functionals in the mixed topology on M Nendel
arXiv preprint arXiv:2210.09133, 2022
8 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
8 2021 A parametric approach to the estimation of convex risk functionals based on wasserstein distance M Nendel, A Sgarabottolo
arXiv preprint arXiv:2210.14340, 2022
7 2022 Convex semigroups on -like spaces R Denk, M Kupper, M Nendel
Journal of Evolution Equations 21 (2), 2491-2521, 2021
5 2021 Convex semigroups on lattices of continuous functions R Denk, M Kupper, M Nendel
Forthcoming Publ. Res. Inst. Math. Sci, 2021
5 2021 Convergence of infinitesimal generators and stability of convex monotone semigroups J Blessing, M Kupper, M Nendel
arXiv preprint arXiv:2305.18981, 2023
4 2023 Separability versus robustness of Orlicz spaces: Financial and economic perspectives FB Liebrich, M Nendel
SIAM Journal on Financial Mathematics 13 (4), 1344-1378, 2022
2 2022 Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces B Barraza Martínez, R Denk, J Hernández Monzón, M Nendel
Journal of Pseudo-Differential Operators and Applications 9 (3), 523-538, 2018
2 2018