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1、LectureNotesinMathematics1856Editors:J.--M.Morel,CachanF.Takens,GroningenB.Teissier,ParisSubseries:FondazioneC.I.M.E.,FirenzeAdviser:PietroZeccaK.BackT.R.BieleckiC.HippS.PengW.SchachermayerStochasticMethodsinFinanceLecturesgivenattheC.I.M.E.-E.M.S.SummerSchoolheldinBress
2、anone/Brixen,Italy,July6--12,2003Editors:M.FrittelliW.Runggaldier123EditorsandAuthorsKerryBackShigePengMaysBusinessSchoolInstituteofMathematicsDepartmentofFinanceShandongUniversity310CWehnerBldg.250100JinanCollegeStation,TX77879-4218,USAPeople’sRepublicofChinae-mail:back
3、@olin.wustl.edue-mail:peng@sdu.edu.cnTomaszR.BieleckiWolfgangJ.RunggaldierDepartmentofAppliedMathematicsDipartimentodiMatematicaPuraedApplicataIllinoisInst.ofTechnologyUniversutadegliStudidiPadova´10West32ndStreetviaBelzoni7Chicago,IL60616,USA35100Padova,Italye-mail:biel
4、ecki@iit.edue-mail:runggal@math.unipd.itMarcoFrittelliWalterSchachermayerDipartimentodiMatematicaperleDecisioniFinancialandActuarialMathematicsUniversitadegliStudidiFirenze´ViennaUniversityofTechnologyviaCesareLombroso6/17WiednerHauptstrasse8/105-150134Firenze,Italy1040V
5、ienna,Austriae-mail:marco.frittelli@dmd.unifi.ite-mail:wschach@fam.tuwien.ac.atChristianHippInstituteforFinance,BankingandInsuranceUniversityofKarlsruheKronenstr.3476133Karlsruhe,Germanye-mail:christian.hipp@wiwi.uni-karlsruhe.deLibraryofCongressControlNumber:2004114748M
6、athematicsSubjectClassification(2000):60G99,60-06,91-06,91B06,91B16,91B24,91B28,91B30,91B70,93-06,93E11,93E20ISSN0075-8434ISBN3-540-22953-1Springer-VerlagBerlinHeidelbergNewYorkDOI:10.1007/b100122Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofth
7、ematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLaw
8、ofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.Violationsare
