2 citations · 2 across the 1 of their papers we have counts for
4 papers
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…
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…
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 domai…