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1、Yu.KabanovR.LipsterJ.StoyanovFromStochasticCalculustoMathematicalFinanceTheShiryaevFestschriftWith15FiguresABCYuriKabanovRobertLiptserUniversitédeFranche-ComtéDepartmentofElectricalEngineering-Systems16,routedeGrayTelAvivUniversity25030BesançonCedexP.O.B.390
2、40,RamatAvivFranceTelAviv69978e-mail:youri.kabanov@math.univ-fcomte.frIsraele-mail:liptser@eng.tau.ac.ilJordanStoyanovSchoolofMathematics&StatisticsUniversityofNewcastleNewcastleuponTyneNE17RUUnitedKingdome-mail:jordan.stoyanov@newcastle.ac.ukLibraryofCongre
3、ssControlNumber:2005938923MathematicsSubjectClassification(2000):60-XX,93-XXISBN-103-540-30782-6SpringerBerlinHeidelbergNewYorkISBN-13978-3-540-30782-2SpringerBerlinHeidelbergNewYorkThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthem
4、aterialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCop
5、yrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliableforprosecutionundertheGermanCopyrightLaw.SpringerisapartofSpringerScience+BusinessMediaspringer.comcSpringer-VerlagBerlinHeidelberg2006Prin
6、tedinGermanyTheuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse.TypesettingbytheAuthor
7、sandSPIPublisherServicesusingaSpringerLATEXmacropackageCoverart:MargaritaKabanovaCoverdesign:design&productionGmbH,HeidelbergPrintedonacid-freepaperSPIN:1159122141/3100/SPI543210ToAlbertShiryaevwithlove,admirationandrespectPrefaceThisvolumecontainsacollectio
8、nofarticlesdedicatedtoAlbertShiryaevonhis70thbirthday.Themajorityofcontributionsarewrittenbyhisformerstudents,co-authors,colleaguesandadmirersstronglyinfluencedbyAlbert’sscientifictastesaswellasby
