J.Blessing, M. Kupper, A. Sgarabottolo. Discrete approximation of risk-based prices under volatility uncertainty, arXiv:2411.00713, 2024.
J. Blessing, L. Jiang, M. Kupper, G. Liang. Convergence rates for Chernoff-type approximations of convex monotone semigroups, arXiv:2310.09830, 2023.
J. Blessing, M. Kupper, M. Nendel. Convergence of infinitesimal generators and stability of convex monotone semigroups, arXiv:2305.18981, 2023.
Publications
J. Blessing, M. Kupper. Nonlinear semigroups and limit theorems for convex expectations, To appear in Ann. Appl. Probab., 2025+.
J. Blessing, R. Denk, M. Kupper, M. Nendel. Convex monotone semigroups and their generators with respect to $\Gamma$-convergence, J. Funct. Anal., vol. 288 (8), 110841, 2025.