Markov chains under nonlinear expectation

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Nendel, Max. “Markov Chains under Nonlinear Expectation”. Mathematical Finance, vol. 31, no. 1, 2020, pp. 474-07, https://doi.org/10.1111/mafi.12289.
Nendel, M. (2020). Markov chains under nonlinear expectation. Mathematical Finance, 31(1), 474-507. https://doi.org/10.1111/mafi.12289
Nendel, Max. “Markov Chains under Nonlinear Expectation”. Mathematical Finance 31, no. 1 (2020): 474-507. https://doi.org/10.1111/mafi.12289.
Nendel M. Markov chains under nonlinear expectation. Mathematical Finance. 2020;31(1):474-507.
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Refrences
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Convex imprecise previsions 2003
Process‐based risk measures and risk‐averse control of discrete‐time systems 2018
Markov chains, Volume 2 of Cambridge Series in Statistical and Probabilistic Mathematics 1998
Probabilities and potential 1978
Solutions of backward stochastic differential equations on Markov chains Communications on Stochastic Analysis 20 2008
Citations
Title Journal Journal Categories Citations Publication Date
Stochastic processes under parameter uncertainty Journal of Mathematical Analysis and Applications
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2024
Application of normal cones to the computation of solutions of the nonlinear Kolmogorov backward equation International Journal of Approximate Reasoning
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Technology: Mechanical engineering and machinery
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
 2023
Markov risk mappings and risk-sensitive optimal prediction

 Mathematical Methods of Operations Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 2022
Pricing interest rate derivatives under volatility uncertainty

 Annals of Operations Research
  • Technology: Manufactures: Production management. Operations management
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 2022
Markovian imprecise jump processes: Extension to measurable variables, convergence theorems and algorithms International Journal of Approximate Reasoning
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Technology: Mechanical engineering and machinery
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
 2 2022
Citations Analysis
Category Category Repetition
Technology: Engineering (General). Civil engineering (General)3
Science: Mathematics3
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods2
Science: Mathematics: Instruments and machines: Electronic computers. Computer science2
Technology: Mechanical engineering and machinery2
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics2
Technology: Manufactures: Production management. Operations management2
Technology: Mechanical engineering and machinery: Renewable energy sources1
Social Sciences: Industries. Land use. Labor: Special industries and trades: Energy industries. Energy policy. Fuel trade1
Technology: Environmental technology. Sanitary engineering1
The category Technology: Engineering (General). Civil engineering (General) 3 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Markov risk mappings and risk-sensitive optimal prediction and was published in 2022. The most recent citation comes from a 2024 study titled Stochastic processes under parameter uncertainty. This article reached its peak citation in 2022, with 4 citations. It has been cited in 5 different journals. Among related journals, the International Journal of Approximate Reasoning cited this research the most, with 2 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year