42 citations · 203 across the 34 of their papers we have counts for
3 papers · 2 filters
A semigroup approach to nonlinear Lévy processes
Robert Denk, Michael Kupper, Max Nendel
We study the relation between Lévy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinea…
Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
Daniel Bartl, Michael Kupper, Thibaut Lux +2
Motivated by applications in model-free finance and quantitative risk management, we consider Fréchet classes of multivariate distribution functions where additional information on…
Measures and integrals in conditional set theory
Asgar Jamneshan, Michael Kupper, Martin Streckfuß
The aim of this article is to establish basic results in a conditional measure theory. The results are applied to prove that arbitrary kernels and conditional distributions are rep…