List of publications
Preprints
- J.Blessing, M. Kupper, A. Sgarabottolo. Discrete approximation of risk-based prices under volatility uncertainty, arXiv:2411.00713, 2024.
- J. Blessing, M. Kupper, M. Nendel. Convergence of infinitesimal generators and stability of convex monotone semigroups, arXiv:2305.18981, 2023.
Publications
- J. Blessing, L. Jiang, M. Kupper, G. Liang. Convergence rates for Chernoff-type approximations of convex monotone semigroups, Stochastic Process. Appl., vol.189, 104700, 2025.
- J. Blessing, M. Kupper. Nonlinear semigroups and limit theorems for convex expectations, Ann. Appl. Probab., vol 35 (2), pp. 779-821, 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.
- J. Blessing, M. Kupper. Nonlinear semigroups built on generating families and their Lipschitz sets, Potential Analysis, vol. 59, pp. 857-895, 2023.
- J. Blessing, M. Kupper. Viscous Hamilton-Jacobi-Bellman equations in exponential Orlicz hearts, J. Math. Pures Appl., vol. 163, pp. 654-672, 2022.
PhD-Thesis
- J. Blessing. Convex monotone semigroups on spaces of continuous functions, KOPS, supervised by Michael Kupper, 2023.
