文档介绍：Lecture Notes in Mathematics1856Editors:J.--M. Morel, CachanF. Takens, GroningenB. Teissier, ParisSubseries:Fondazione ., FirenzeAdviser: Pietro aK. Back . Bielecki C. HippS. Peng W. SchachermayerStochastic Methodsin .-. Summer Schoolheld in Bressanone/Brixen, Italy,July6--12,2003Editors: M. FrittelliW. Runggaldier123Editors and AuthorsKerry BackMays Business SchoolDepartment of Finance310C Wehner Station,TX 77879-4218, USAe-mail: ******@ R. BieleckiDepartment of Applied MathematicsIllinois Inst. of Technology10Wes t32nd StreetChicago,IL 60616, USAe-mail: ******@ FrittelliDipartimento di Matematica per le DecisioniUniversit′adegliStudidiFirenzevia Cesare Lombroso6/1750134Firenze, Italye-mail: marco.******@ HippInstitute for Finance, Banking and InsuranceUniversity of , Germanye-mail: christian.******@- PengInstitute of MathematicsShandong University250100JinanPeople’s Republic of Chinae-mail: ******@ J. RunggaldierDipartimento di Matematica Pura ed ApplicataUniversut′adegliStudidiPadovavia Belzoni735100Padova, Italye-mail: ******@ SchachermayerFinancial and Actuarial MathematicsVienna University of TechnologyWiedner Hauptstrasse8/105-11040Vienna, Austriae-mail: ******@:2004114748Mathematics Subject Classification (2000):60G99, 60-06, 91-06, 91B06, 91B16, 91B24, 91B28, 91B30, 91B70, 93-06, 93E11, 93E20ISSN0075-8434ISBN3-540-22953-1Springer-Verlag Berlin Heidelberg NewYorkDOI: work is subject to copyright. All rights are reserved, whether the whole or part of the material isconcerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting,reproductiononmicrofilmorinanyotherway,