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math.PR2023★ 1 cited
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…
math.PR2022★ 2 cited
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…