... settingof Brownian motion to more general L´evy processes. This extensions were atG.D. Nunno et al., Malliavin Calculus for L´evy Processes with Applications 1 to Finance, c Springer-Verlag ... σs<tFs,respectively,Ft= limutFu:=u>tFu.See, for example, [128] or [206].G.D. Nunno et al., Malliavin Calculus for L´evy Processes with Applications 7 to Finance, c Springer-Verlag Berlin Heidelberg ... ,tn,tn+1)=fn(t1, ,tn,t):=fn,t(t1, ,tn)G.D. Nunno et al., Malliavin Calculus for L´evy Processes with Applications 19 to Finance, c Springer-Verlag Berlin Heidelberg 2009...