Universität BielefeldPlayrectangle-plus
Universität Bielefeld
Menü umschalten

Personen- und Einrichtungssuche

Bsp.: Nachname oder Nachname,Vorname oder Stichwort oder Telefonnummer

Herr Dr. Max Nendel

1. Institut für Mathematische Wirtschaftsforschung

E-Mail
max.nendel@uni-bielefeld.de  
Telefon
+49 521 106-4917  
Fax
+49 521 106-2993  
Telefon Sekretariat
+49 521 106-6909Sekretariat zeigen
Büro
UHG V10-133 Lage-/Raumplan
Sprechzeiten

nach Vereinbarung

 
Briefkasten
1714


2. Fakultät für Wirtschaftswissenschaften

Aufgabenbeschreibung

Wiss. Mitarbeiter am IMW 

E-Mail
max.nendel@uni-bielefeld.de  
Telefon
+49 521 106-4917  
Fax
+49 521 106-2993  
Telefon Sekretariat
+49 521 106-6909Sekretariat zeigen
Sprechzeiten

nach Vereinbarung

 


3. SFB 1283 "Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications" / C5: Finanzmarktgleichgewichte bei Knightscher Unsicherheit

Curriculum Vitae

Personal Data
Born in Singen am Hohentwiel on May 25th, 1988. Married. German Citizen.

Academic Studies
Dr. rer. nat. (Mathematics), University of Konstanz, 20.12.2017
M.Sc. (Mathematics), University of Konstanz, 21.03.2014
B.Sc. (Mathematics), University of Konstanz, 05.07.2012

Academic Positions
Postdoctoral researcher, Bielefeld University, 01.04.2018 –
Teaching assistant, University of Konstanz, 01.05.2014 – 31.03.2018
Visiting lecturer, HTWG Konstanz, 01.10.2015 – 30.09.2017
Visiting lecturer, Universidad del Norte, Barranquilla, 01.01.2017 – 31.05.2017

Publications
[7] Submodular Mean Field Games: Existence and Approximation of Solutions (with J. Dianetti, G. Ferrari and M. Fischer). Preprint, 2019.
[6] Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems (with M. Röckner). Preprint, 2019.
[5] Regularity and asymptotic behaviour for a damped plate-membrane transmission problem (with B. Barraza, R. Denk, J. Hernández and F. Kammerlander). J. Math. Anal. Appl. 474 (2019), 1082-1103.
[4] Markov chains under nonlinear expectations. Preprint, 2018.
[3] A semigroup approach to nonlinear Lévy processes (with R. Denk and M. Kupper). Preprint, 2017.
[2] Mapping properties for operator-valued pseudodifferential operators on toroidal Besov spaces (with B. Barraza, R. Denk and J. Hernández). J. Pseudo-Differ. Oper. Appl. 9 (2018), 523-538.
[1] Kolmogorov type and general extension results for nonlinear expectations (with R. Denk and M. Kupper). Banach J. Math. Anal. 12 (2018), 515-540.

Selected Talks
ISIPTA 2019 (Ghent University), 06.07.2019
9th general AMaMeF Conference (Sorbonne Université, Paris), 12.06.2019
Research Group Computational Mechanics (TU München), 10.07.2018
Workshop - Robust Finance (University of Freiburg), 16.05.2018
Mathematical Finance Seminar (Bielefeld University), 18.04.2018
13th German Probability and Statistics Days (University of Freiburg), 01.03.2018
TULKKA Workshop (University of Ulm), 25.07.2017
Mathematial Colloquium (Universidad de los Andes, Bogotá), 23.03.2017
Spring School on Evolution Equations during the Cátedra Europa 2016
(Universidad del Norte, Barranquilla), 14.03.2016 – 18.03.2016
12th German Probability and Statistics Days (University of Bochum), 02.03.2016
2nd International Workshop on Pseudodifferential Operators and Applications
(Universidad del Norte, Barranquilla, Kolumbien), 12.03.2015

Peer Reviewing
Journal of Banking and Finance
Mathematics and Financial Economics
Economic Theory

Teaching
Summer term 2019: Lévy processes: analysis and applications (Bielefeld University)
Winter term 2018/19: Seminar Finance III: Stochastic Control in Economics and Finance (with Prof. Dr. Giorgio Ferrari, Bielefeld University)
Summer term 2017: Mathematik 1 (with Prof. Dr. Burkhard Lege, HTWG Konstanz)
Spring semester 2017: An Introduction to Stochastics and Mathematical Finance in Discrete Time (Universidad del Norte, Barranquilla)
Winter term 2016/17: Mathematik 1 (with Prof. Dr. Burkhard Lege, HTWG Konstanz)

Tutorials in Analysis I; Analysis II; Analysis III; Funktionalanalysis; Theorie partieller Differentialgleichungen I; Funktionentheorie; Fouriertransformation; Stochastik I; Stochastik II; Stochastik III (University of Konstanz).

Bachelor Theses
Martin Faigle (co-supervised) 2018.

Master Theses
Mohamed Anouar Ait lahbib (co-supervised, in process); Yolande Tsane Nanfack (co-supervised, in process); Xuan Dang (co-supervised, in process).

Aktuelle Forschungsthemen

  • Equilibrium theory under Knightian uncertainty
  • Stochastic processes under nonlinear expectations
  • Model uncertainty in dynamical systems
  • Nonlinear semigroups
  • Optimal control and fully nonlinear differential equations
  • Pseudodifferential operators
  • Well-posedness and stability for transmission problems