  In this book, we introduce a new approach of sublinear expectation to deal
with the problem of probability and distribution model uncertainty. We a new
type of (robust) normal distributions and the related central limit theorem
under sublinear expectation. We also present a new type of Brownian motion
under sublinear expectations and the related stochastic calculus of Ito's type.
The results provide robust tools for the problem of probability model
uncertainty arising from financial risk management, statistics and stochastic
controls.
