Jun.-Prof. Dr. Max Nendel

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eMail: ac.oolretawu lednenm

Recent Preprints


25013	Hopf-Lax approximation for value functions of Lévy optimal control problems	PDF
25012	Existence of viscosity solutions to abstract cauchy problems via nonlinear semingroups	PDF
24090	Pasting of equilibria and Donsker-type results for mean field games	PDF
24089	A comparison principle based on couplings of partial integro-differential operators	PDF
24047	Upper comonotonicity and risk aggregation under dependence uncertainty	PDF
23090	A hypothesis test for the long-term calibration in rating systems with overlapping time windows	PDF
23077	Risk measures based on weak optimal transport	PDF
23035	Convergence of infinitesimal generators and stability of convex monotone semigroups	PDF
23017	An axiomatic approach to default risk and model uncertainty in rating systems	PDF
22067	A parametric approach to the estimation of convex risk functionals based on Wasserstein distance	PDF
22062	Lower semicontinuity of monotone functionals in the mixed topology on $C_b$	PDF
22039	Operator semigroups in the mixed topology and the infinitesimal description of Markov processes	PDF
22025	Convex monotone semigroups and their generators with respect to $\Gamma$-convergence	PDF
22020	A unifying framework for submodular mean field games	PDF
21039	Wasserstein perturbations of Markovian transition semigroups	PDF
20080	Robust Orlicz spaces: observations and caveats	PDF
20063	A Decomposition of General Premium Principles Into Risk and Deviation	PDF
19108	Convex monotone semigroups on lattices of continuous functions	PDF
19102	On nonlinear expectations and markov chains under model uncertainty	PDF
19069	A note on stochastic dominance, uniform integrability, and lattice properties	PDF
19068	Convex semigroups on $L^p$-like spaces	PDF
19065	Submodular mean field games: existence and approximation of solutions	PDF
19030	Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems	PDF
19004	A semigroup approach to nonlinear Lévy processes	PDF
18038	Markov chains under nonlinear expectation	PDF
18037	Regularity and asymptotic behaviour for a damped plate-membrane transmission problem	PDF

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