Zobrazeno 1 - 10
of 275
pro vyhledávání: '"KUPPER, MICHAEL"'
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular, prove that
Externí odkaz:
http://arxiv.org/abs/2403.13386
In this paper, we study convex risk measures with weak optimal transport penalties. In a first step, we show that these risk measures allow for an explicit representation via a nonlinear transform of the loss function. In a second step, we discuss co
Externí odkaz:
http://arxiv.org/abs/2312.05973
We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form $S(t)f=\lim_{n\to\infty}I(\frac{t}{n})^n f$ for bounded continuous functions $f$. Under suitable conditions on the one-step opera
Externí odkaz:
http://arxiv.org/abs/2310.09830
Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not rely on t
Externí odkaz:
http://arxiv.org/abs/2305.18981
Autor:
Blessing, Jonas, Kupper, Michael
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 continuous functions. Starting with a family $(I(t))_{t\geq 0}$ of oper
Externí odkaz:
http://arxiv.org/abs/2210.14096
We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to $\Gamma$-convergence. In contrast to the linear theory, the domain of the generator is, in general, not invariant under the semigro
Externí odkaz:
http://arxiv.org/abs/2202.08653
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 modeled by considering perturbations of the transition probabilities within
Externí odkaz:
http://arxiv.org/abs/2105.05655
Autor:
Blessing, Jonas, Kupper, Michael
We provide a semigroup approach to the viscous Hamilton-Jacobi equation. It turns out that exponential Orlicz hearts are suitable spaces to handle the (quadratic) non-linearity of the Hamiltonian. Based on an abstract extension result for nonlinear s
Externí odkaz:
http://arxiv.org/abs/2104.06433
Autor:
Kupper, Michael, Zapata, José Miguel
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 maxitivity and show that under this assumption the Shilkret integral is s
Externí odkaz:
http://arxiv.org/abs/2103.15102
Autor:
Blessing, Jonas, Kupper, Michael
Under suitable conditions on a family $(I(t))_{t\ge 0}$ of Lipschitz mappings on a complete metric space, we show that up to a subsequence the strong limit $S(t):=\lim_{n\to\infty}(I(t 2^{-n}))^{2^n}$ exists for all dyadic time points $t$, and extend
Externí odkaz:
http://arxiv.org/abs/2011.13664