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M. Nendel

22 papers hereh-index 11345 citations32 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author4
  • middle author3
  • last author12

Across the 22 of 22 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • math.AP6
  • math.OC3
  • q-fin.MF3
  • q-fin.RM2

identity via Semantic Scholar / OpenAlex

activity
20152025
most citedKolmogorov type and general extension results for nonlinear expectations

21 citations · 48 across the 18 of their papers we have counts for

collaborators
Showing 2019Show all

4 papers · 1 filter

math.PR2019★ 8 cited

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.PR2019

Convex semigroups on Lp-like spaces

Robert Denk, Michael Kupper, Max Nendel

In this paper, we investigate convex semigroups on Banach lattices with order continuous norm, having Lp-spaces in mind as a typical application. We show that the basic results…

math.OC2019★ 2 cited

Submodular Mean Field Games: Existence and Approximation of Solutions

Jodi Dianetti, Giorgio Ferrari, Markus Fischer +1

We study mean field games with scalar It{ô}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity…

math.AP2019★ 1 cited

Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems

Max Nendel, Michael Röckner

In this paper, we consider the (upper) semigroup envelope, i.e. the least upper bound, of a given family of linear Feller semigroups. We explicitly construct the semigroup envelope…

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