This monograph is a concise introduction to the stochastic calculus
of variations (also known as Malliavin calculus) for processes with
jumps. It is written for researchers and graduate students who are
interested in Malliavin calculus for jump processes. In this book
processes with jumps includes both pure jump processes and
jump-diffusions. The author provides many results on this topic in
a self-contained way; this also applies to stochastic differential
equations (SDEs) with jumps. The book also contains some
applications of the stochastic calculus for processes with jumps to
the control theory and mathematical finance. Up to now, these
topics were rarely discussed in a monograph.
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