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1、ProbabilityandItsApplicationsPublishedinassociationwiththeAppliedProbabilityTrustEditors:J.Gani,C.C.Heyde,P.Jagers,T.G.KurtzFrancescaBiaginiYaozhongHuBerntØksendalTushengZhangStochasticCalculusforFractionalBrownianMotionandApplications123FrancescaBiagini,PhDBerntØksendal,
2、PhDMathematischesInstitut,LMUMünchenDepartmentofMathematicsTheresienstr.39D80333UniversityofOslo,Box1053BlindernN-0316,Munich,GermanyOsloandYaozhongHu,PhDNorwegianSchoolofEconomicsandBusinessDepartmentofMathematicsAdministration(NHH)UniversityofKansas,405SnowHallHelleveie
3、n30,N-5045,Bergen,NorwayLawrence,Kansas66045-2142USAandTushengZhang,PhDCenterofMathematicsforApplications(CMA)DepartmentofMathematicsDepartmentofMathematicsUniversityofManchester,OxfordRoadUniversityofOslo,Box1053BlindernManchesterM139PLN-0316,Oslo,NorwayandCenterofMathem
4、aticsforApplications(CMA)DepartmentofMathematicsUniversityofOslo,Box1053BlindernN-0316,Oslo,NorwaySeriesEditors:J.GaniP.JagersStochasticAnalysisGroup,CMAMathematicalStatisticsAustralianNationalUniversityChalmersUniversityofTechnologyCanberraACT0200,AustraliaSE-41296Götebe
5、rg,SwedenC.C.HeydeT.G.KurtzStochasticAnalysisGroup,CMADepartmentofMathematicsAustralianNationalUniversityUniversityofWisconsinCanberraACT0200,Australia480LincolnDriveMadison,WI53706,USAISBN:978-1-85233-996-8e-ISBN:978-1-84628-797-8DOI:10.1007/978-1-84628-797-8BritishLibra
6、ryCataloguinginPublicationDataAcataloguerecordforthisbookisavailablefromtheBritishLibraryLibraryofCongressControlNumber:2008920683MathematicsSubjectClassification(2000):60G05;60G07;60G15;60H05;60H10;60H40;60H07;93E20°cSpringer-VerlagLondonLimited2008Apartfromanyfairdealing
7、forthepurposesofresearchorprivatestudy,orcriticismorreview,aspermit-tedundertheCopyright,DesignsandPatentsAct1988,thispublicationmayonlybereproduced,storedortransmitted,inanyformorbyanymeans,withthepriorpermissioninwritingofthepublishers,orinthecaseofreprographicreproduct
8、ioninaccordancewiththetermsoflicensesissuedbytheCopyrightLicensingAgency.Enquiriesconcerningrepr
