Limit Theorems for Convex Expectations

Author:

Blessing Jonas,Kupper Michael

Publisher

Springer Nature Switzerland

Reference12 articles.

1. Artzner, P., Delbaen, F., Eber, J.M., Heath, D.: Coherent measures of risk. Math. Finance 9(3), 203–228 (1999)

2. Blessing, J., Denk, R., Kupper, M., Nendel, M.: Convex monotone semigroups and their generators with respect to $$\Gamma $$-convergence. Preprint arXiv:2202.08653 (2022)

3. Blessing, J., Kupper, M.: Nonlinear semigroups and limit theorems for convex expectations. Preprint arXiv:2210.14096 (2022)

4. Blessing, J., Kupper, M.: Nonlinear semigroups built on generating families and their Lipschitz sets. Potential Anal. 59(3), 857–895 (2023)

5. Blessing, J., Kupper, M., Nendel, M.: Convergence of infinitesimal generators and stability of convex monotone semigroups. Preprint arXiv:2305.18981 (2023)

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