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9783110377767

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From reviews of the first edition: This book is a good introduction to the Malliavin type calculus for processes with jumps, a topic about which there aren't many books yet. It covers most of the recent advances in the topic [...] Reading this book is worth it for people interested in Levy processes and jump-diffusion processes in general. [...] Josep Vives, Mathematical Reviews [...] The text is well written and most of the results are given with proofs, or respective references. It is certainly a valuable contribution to the literature on the stochastic calculus of variations and it will be a helpful source for everybody interested in Malliavin calculus in a jump process setting. Hilmar Mai, Zentralblatt fur Mathematik

From reviews of the first edition: This book is a good introduction to the Malliavin type calculus for processes with jumps, a topic about which there aren't many books yet. It covers most of the recent advances in the topic [...] Reading this book is worth it for people interested in Levy processes and jump-diffusion processes in general. [...] Josep Vives, Mathematical Reviews [...] The text is well written and most of the results are given with proofs, or respective references. It is certainly a valuable contribution to the literature on the stochastic calculus of variations and it will be a helpful source for everybody interested in Malliavin calculus in a jump process setting. Hilmar Mai, Zentralblatt fur Mathematik

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Yasushi Ishikawa, Ehime University, Matsuyama, Japan.

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