| Publication | Date of Publication | Type |
|---|
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
(available as arXiv preprint) | N/A | Paper |
Lower semicontinuity of monotone functionals in the mixed topology on C_b
(available as arXiv preprint) | N/A | Paper |
Convergence of infinitesimal generators and stability of convex monotone semigroups
SIAM Journal on Mathematical Analysis | 2026-09-28 | Paper |
Existence of viscosity solutions to abstract Cauchy problems via nonlinear semigroups
Bulletin of the London Mathematical Society | 2026-06-08 | Paper |
A comparison principle based on couplings of partial integro-differential operators
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2026-04-28 | Paper |
Upper comonotonicity and risk aggregation under dependence uncertainty
Mathematical Finance | 2026-01-26 | Paper |
A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
Applied Mathematics and Optimization | 2026-01-21 | Paper |
Hopf-Lax approximation for value functions of Lévy optimal control problems
Proceedings of the American Mathematical Society | 2025-12-16 | Paper |
Risk measures based on weak optimal transport
Quantitative Finance | 2025-04-03 | Paper |
Convex monotone semigroups and their generators with respect to -convergence
Journal of Functional Analysis | 2025-02-11 | Paper |
Lower semicontinuity of monotone functionals in the mixed topology on C_b
Finance and Stochastics | 2025-01-09 | Paper |
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Journal of Differential Equations | 2024-11-28 | Paper |
An axiomatic approach to default risk and model uncertainty in rating systems
Journal of Mathematical Economics | 2024-02-05 | Paper |
Convex monotone semigroups on lattices of continuous functions
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2023-10-26 | Paper |
Markov chains under nonlinear expectation
Mathematical Finance | 2023-09-27 | Paper |
Wasserstein perturbations of Markovian transition semigroups
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2023-06-21 | Paper |
| Convergence of infinitesimal generators and stability of convex monotone semigroups | 2023-05-30 | Paper |
Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
SIAM Journal on Financial Mathematics | 2023-01-04 | Paper |
| A parametric approach to the estimation of convex risk functionals based on Wasserstein distance | 2022-10-25 | Paper |
| Convex monotone semigroups and their generators with respect to \Gamma-convergence | 2022-02-17 | Paper |
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
SIAM Journal on Control and Optimization | 2021-12-01 | Paper |
On nonlinear expectations and Markov chains under model uncertainty
International Journal of Approximate Reasoning | 2021-10-27 | Paper |
A decomposition of general premium principles into risk and deviation
Insurance Mathematics & Economics | 2021-10-19 | Paper |
Convex semigroups on L^p-like spaces
Journal of Evolution Equations | 2021-08-10 | Paper |
A note on stochastic dominance, uniform integrability and lattice properties
Bulletin of the London Mathematical Society | 2020-11-20 | Paper |
Separability vs. robustness of Orlicz spaces: financial and economic perspectives
(available as arXiv preprint) | 2020-09-18 | Paper |
A semigroup approach to nonlinear Lévy processes
Stochastic Processes and their Applications | 2020-02-24 | Paper |
Convex semigroups on L^p-like spaces
(available as arXiv preprint) | 2019-09-05 | Paper |
Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems
(available as arXiv preprint) | 2019-06-11 | Paper |
Regularity and asymptotic behavior for a damped plate-membrane transmission problem
Journal of Mathematical Analysis and Applications | 2019-05-10 | Paper |
Kolmogorov-type and general extension results for nonlinear expectations
Banach Journal of Mathematical Analysis | 2018-10-02 | Paper |
Kolmogorov-type and general extension results for nonlinear expectations
Banach Journal of Mathematical Analysis | 2018-10-02 | Paper |
