Michael Kupper

Michael Kupper

Universität Konstanz

H-index: 29

Europe-Germany

About Michael Kupper

Michael Kupper, With an exceptional h-index of 29 and a recent h-index of 19 (since 2020), a distinguished researcher at Universität Konstanz, specializes in the field of Mathematical Finance, Stochastic Analysis.

His recent articles reflect a diverse array of research interests and contributions to the field:

Evolutionary semigroups on path spaces

Maxitive functions with respect to general orders

Convergence rates for Chernoff-type approximations of convex monotone semigroups

Convex monotone semigroups on lattices of continuous functions

Nonlinear semigroups built on generating families and their Lipschitz sets

Convergence of infinitesimal generators and stability of convex monotone semigroups

Weakly maxitive set functions and their possibility distributions

Wasserstein perturbations of Markovian transition semigroups

Michael Kupper Information

University

Position

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Citations(all)

2752

Citations(since 2020)

1041

Cited By

2226

hIndex(all)

29

hIndex(since 2020)

19

i10Index(all)

47

i10Index(since 2020)

36

Email

University Profile Page

Universität Konstanz

Google Scholar

View Google Scholar Profile

Michael Kupper Skills & Research Interests

Mathematical Finance

Stochastic Analysis

Top articles of Michael Kupper

Title

Journal

Author(s)

Publication Date

Evolutionary semigroups on path spaces

arXiv preprint arXiv:2403.13386

Robert Denk

Markus Kunze

Michael Kupper

2024/3/20

Maxitive functions with respect to general orders

arXiv preprint arXiv:2403.06613

MICHAEL Kupper

JOSÉ M Zapata

2024/3/11

Convergence rates for Chernoff-type approximations of convex monotone semigroups

arXiv preprint arXiv:2310.09830

Jonas Blessing

Jiang Lianzi

Michael Kupper

Liang Gechun

2023/10

Convex monotone semigroups on lattices of continuous functions

Publications of the Research Institute for Mathematical Sciences

Robert Denk

Michael Kupper

Max Nendel

2023/10/10

Nonlinear semigroups built on generating families and their Lipschitz sets

Potential Analysis

Jonas Blessing

Michael Kupper

2023/10

Convergence of infinitesimal generators and stability of convex monotone semigroups

arXiv preprint arXiv:2305.18981

Jonas Blessing

Michael Kupper

Max Nendel

2023/5/30

Weakly maxitive set functions and their possibility distributions

Fuzzy Sets and Systems

Michael Kupper

José M Zapata

2023/9/15

Wasserstein perturbations of Markovian transition semigroups

Annales de l’Institut Henri Poincare (B)

Sven Fuhrmann

Michael Kupper

Max Nendel

2023

Risk measures based on weak optimal transport

arXiv preprint arXiv:2312.05973

Michael Kupper

Max Nendel

Alessandro Sgarabottolo

2023/12/10

Nonlinear semigroups and limit theorems for convex expectations

arXiv preprint arXiv:2210.14096

Jonas Blessing

Michael Kupper

2022/10/25

Convex monotone semigroups and their generators with respect to -convergence

arXiv preprint arXiv:2202.08653

Jonas Blessing

Robert Denk

Michael Kupper

Max Nendel

2022/2/17

Viscous hamilton–Jacobi equations in exponential Orlicz hearts

Journal de Mathématiques Pures et Appliquées

Jonas Blessing

Michael Kupper

2022

Marginal and dependence uncertainty: bounds, optimal transport, and sharpness

SIAM Journal on Control and Optimization 60, 410–434

Daniel Bartl

Michael Kupper

Thibaut Lux

Antonis Papapantoleon

Stephan Eckstein (appendix)

2022

Computation of optimal transport and related hedging problems via penalization and neural networks

Applied Mathematics & Optimization

Stephan Eckstein

Michael Kupper

2021

Convex semigroups on Lp-like spaces

Journal of Evolution Equations

Robert Denk

Michael Kupper

Max Nendel

2021

Representation of increasing convex functionals with countably additive measures

Studia Mathematica

Patrick Cheridito

Michael Kupper

Ludovic Tangpi

2021

Limits of random walks with distributionally robust transition probabilities

Electronic Communications in Probability

Daniel Bartl

Stephan Eckstein

Michael Kupper

2021

Duality theory for robust utility maximization

Finance and Stochastics

Daniel Bartl

Michael Kupper

Ariel Neufeld

2021

Large deviations built on max-stability

Bernoulli

Michael Kupper

José Miguel Zapata

2021/5

Martingale transport with homogeneous stock movements

Quantitative Finance

Stephan Eckstein

Michael Kupper

2021

See List of Professors in Michael Kupper University(Universität Konstanz)

Co-Authors

H-index: 41
Damir Filipovic

Damir Filipovic

École Polytechnique Fédérale de Lausanne

H-index: 28
Ulrich Horst

Ulrich Horst

Humboldt-Universität zu Berlin

H-index: 23
Robert Denk

Robert Denk

Universität Konstanz

H-index: 18
Antonis Papapantoleon

Antonis Papapantoleon

National Technical University of Athens

H-index: 18
Emanuela Rosazza Gianin

Emanuela Rosazza Gianin

Università degli Studi di Milano-Bicocca

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