Malliavin calculus for Levy processes with applications to finance

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Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation (2012, background): “[31], [24] or [7] for more information about Malliavin calculus.”
Integration by parts formula and applications to equations with jumps (2009, methodology): “After the classical papers of bismut [7] and Bichteler, Gravereaux and Jacod [6] much work concerning the Malliavin calculus for Poisson point measures has been done and many different approaches have been developed : see for example Picard [21], Di Nunno, Oksendal and Proske [8], Ishikawa and Kunit”