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math.PR2019
A note on stochastic dominance and compactness
Max Nendel
In this work, we discuss completeness for the lattice orders of first and second order stochastic dominance. The main results state that, both, first and second order stochastic do…
math.PR2018
Markov chains under nonlinear expectation
Max Nendel
In this paper, we consider continuous-time Markov chains with a finite state space under nonlinear expectations. We define so-called Q-operators as an extension of Q-matrices or ra…