42 citations · 203 across the 34 of their papers we have counts for
18 papers · 1 filter
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…
Wasserstein perturbations of Markovian transition semigroups
Sven Fuhrmann, Michael Kupper, Max Nendel
In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is model…
Weakly maxitive set functions and their possibility distributions
Michael Kupper, José Miguel Zapata
The Shilkret integral with respect to a completely maxitive capacity is fully determined by a possibility distribution. In this paper, we introduce a weaker topological form of max…
Limits of random walks with distributionally robust transition probabilities
Daniel Bartl, Stephan Eckstein, Michael Kupper
We consider a nonlinear random walk which, in each time step, is free to choose its own transition probability within a neighborhood (w.r.t. Wasserstein distance) of the transition…
Convex semigroups on -like spaces
Robert Denk, Michael Kupper, Max Nendel
In this paper, we investigate convex semigroups on Banach lattices with order continuous norm, having -spaces in mind as a typical application. We show that the basic results…
Stochastic integration and differential equations for typical paths
Daniel Bartl, Michael Kupper, Ariel Neufeld
The goal of this paper is to define stochastic integrals and to solve stochastic differential equations for typical paths taking values in a possibly infinite dimensional separable…