Convergence of Infinitesimal Generators and Stability of Convex Monotone Semigroups
Abstract. Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not rely on the theory of viscosity solutions but use a recently established comparison principle which uniquely determines semigroups via their upper [Formula: see text]-generator defined on their upper Lipschitz sets and therefore resembles the classical analogue from the linear case. The framework also allows for discretizations in both time and space and covers a variety of applications. This includes Euler schemes and Yosida-type approximations for upper envelopes of families of linear semigroups, stability results and finite-difference schemes for convex HJB equations, Freidlin–Wentzell-type results, and Markov chain approximations for a class of stochastic optimal control problems.
Authors
- Max Nendel (ORCID: https://orcid.org/0000-0002-9253-9518)
- Jonas Blessing
- Michael Kupper (ORCID: https://orcid.org/0000-0001-9643-0811)
Institutions
- University of Waterloo (CA)
- University of Konstanz (DE)
- ETH Zurich (CH)
Publication Details
- Journal
- SIAM Journal on Mathematical Analysis
- Published
- 2026-09-11
- DOI
- https://doi.org/10.1137/25m1724699
- Citations
- 2
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Deutsche Forschungsgemeinschaft