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This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th

While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential equations, this book has anoth

Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics

A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.

Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential gui