In this paper, we investigate two different constructions of robust Orlicz spaces as a generalisation of robust Lp-spaces. We show that a construction as norm closures of bounded continuous functions typically leads to spaces which are lattice-isomorphic to sublattices of a classical L1-space,...

In this paper, we consider continuous-time Markov chains with a finite state space under nonlinear expectations. We define so-called Q-operators as an extension of Q-matrices or rate matrices to a nonlinear setup, where the nonlinearity is due to model uncertainty. The main result gives a full...

In this paper, we investigate two different constructions of robust Orlicz spaces as a generalisation of robust Lp-spaces. We show that a construction as norm closures of bounded continuous functions typically leads to spaces which are lattice-isomorphic to sublattices of a classical L1-space,...