Jonas Blessing
- Nonlinear semigroups and limit theorems for convex expectations
2022/10/25 by Jonas Blessing, Blessing, Jonas, Michael Kupper +1 · 4 citations
Computer Science · Mathematics · Physics and Astronomy · #60F05 #60F10 #60G50 #Advanced Banach Space Theory #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Optimization and Variational Analysis #Primary 47H20 #Probability (math.PR) #Secondary 47J25
- Nonlinear semigroups built on generating families and their Lipschitz sets
2020/11/27 by Jonas Blessing, Blessing, Jonas, Michael Kupper +1 · 2 citations
Computer Science · Engineering · Mathematics · #35B20 #35K55 #47J25 #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Differential Equations Analysis #Optimization and Variational Analysis #Primary 47H20 #Probability (math.PR) #Secondary 47J35 #Stability and Controllability of Differential Equations
- Convergence of infinitesimal generators and stability of convex monotone semigroups
2023/05/30 by Jonas Blessing, Blessing, Jonas, Michael Kupper +3 · 3 citations
Economics, Econometrics and Finance · #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Discrete approximation of risk-based prices under volatility uncertainty
2024/11/01 by Jonas Blessing, Blessing, Jonas, Michael Kupper +3 · 2 citations
Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications