42 citations · 203 across the 34 of their papers we have counts for
4 papers · 1 filter
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}…
Convex monotone semigroups on lattices of continuous functions
Robert Denk, Michael Kupper, Max Nendel
We consider convex monotone -semigroups on a Banach lattice, which is assumed to be a Riesz subspace of a -Dedekind complete Banach lattice. Typical examples include the sp…
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…
Duality Theory for Robust Utility Maximisation
Daniel Bartl, Michael Kupper, Ariel Neufeld
In this paper we present a duality theory for the robust utility maximisation problem in continuous time for utility functions defined on the positive real axis. Our results are in…