21 citations · 48 across the 18 of their papers we have counts for
5 papers · 1 filter
A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
Max Nendel, Alessandro Sgarabottolo
In this paper, we explore a static setting for the assessment of risk in the context of mathematical finance and actuarial science that takes into account model uncertainty in the…
Lower semicontinuity of monotone functionals in the mixed topology on
Max Nendel
The main result of this paper characterizes the continuity from below of monotone functionals on the space of bounded continuous functions on an arbitrary Polish space as low…
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Ben Goldys, Max Nendel, Michael Röckner
We define a class of not necessarily linear -semigroups on (more generally, on , for some bounded function , which is the p…
Convex monotone semigroups and their generators with respect to -convergence
Jonas Blessing, Robert Denk, Michael Kupper +1
We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to -convergence. In contrast to the linear theory, the domain…
A unifying framework for submodular mean field games
Jodi Dianetti, Giorgio Ferrari, Markus Fischer +1
We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field…