4 citations · 8 across the 7 of their papers we have counts for
8 papers
Neural operators approximate strongly continuous convex monotone semigroups
Jonas Blessing, Philipp Schmocker, Alessandro Sgarabottolo
We approximate strongly continuous convex monotone semigroups by learning their Chernoff-type one-step operators with neural operators. First, we introduce the general class of so-…
Discrete approximation of risk-based prices under volatility uncertainty
Jonas Blessing, Michael Kupper, Alessandro Sgarabottolo
We discuss the asymptotic behaviour of risk-based indifference prices of European contingent claims in discrete-time financial markets under volatility uncertainty as the number of…
Convergence rates for Chernoff-type approximations of convex monotone semigroups
Jonas Blessing, Lianzi Jiang, Michael Kupper +1
We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form for bounded con…
Convergence of infinitesimal generators and stability of convex monotone semigroups
Jonas Blessing, Michael Kupper, Max Nendel
Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of cont…
Nonlinear semigroups and limit theorems for convex expectations
Jonas Blessing, Michael Kupper
Based on the Chernoff approximation, we provide a general approximation result for convex monotone semigroups which are continuous w.r.t. the mixed topology on suitable spaces of c…
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…
Viscous Hamilton-Jacobi equations in exponential Orlicz hearts
Jonas Blessing, Michael Kupper
We provide a semigroup approach to the viscous Hamilton-Jacobi equation. It turns out that exponential Orlicz hearts are suitable spaces to handle the (quadratic) non-linearity of…
Nonlinear semigroups built on generating families and their Lipschitz sets
Jonas Blessing, Michael Kupper
Under suitable conditions on a family of Lipschitz mappings on a complete metric space, we show that up to a subsequence the strong limit $S(t):=\lim_{n\to\infty}…