Corrections and Additional Comments

Page 3, line 9, replace and depends by and its distribution depends

Page 4, line 2 , replace E[
t
] < by E|
t
| <
Page 9, line -5, replace X(t) = (t) by dX(t) = d(t)
Page 12, inequality (1.3.5) should be corrected to
E
x
_
|f(X())| +

_
0
|Af(X(t))|dt
_
<
Page 17, line 5 the integrals
_
R
should be replaced by
_
U
for all U B
0
Page 18, the rst 5 lines should be replaced with:
dX(t) = (t)dt +
_
R
(t, z)

N(dt, dz)
= (t)dt +
_
R
(t, z){

N
Q
(dt, dz) (t, z)(dz)dt}
=
_
R
(t, z)

N
Q
(dt, dz),
Page 18, replace line -6 by
Z(t) := exp
_

j=1
t
_
0
_
R
_
ln(1
j
(s, z
j
))

N
j
(ds, dz
j
) + (ln(1
j
(s, z
j
)) +
j
(s, z
j
))
j
(dz
j
)ds

_
Page 19, replace line 3 by
(dz) =
1
(dz)
where
1
(dz)is the unit point mass at 1.
Page 19, replace z
1
by 1 in (1.4.17) and the two lines below.
Page 20, correct inequality (1.5.1) to
_
R
|z|(dz) >

,
and on the line below replace
r

by

Page 20, line 4 replace e

t
by e
rt
Page 20, correct inequality (1.5.2) to
_
R
z(z)(dz) =
r

,
Page 20, the two lines below equation (1.5.2) should be changed to:
By (1.5.1) we see that if A B
0
with

<
_
A
|z|(dz) := K < then
(z) =
r
K
X
A
(z) signz
Page 20, two lines above (1.5.3), replace (1, ) by B
0
.
1
Page 20 replace line -7 by
Z(t) = Z

(t) = exp
_
t
_
0
_
R
ln(1 (z))

N(ds, dz) +t
_
R
{ln(1 (z)) +(z)}(dz)
_
; 0 t T
Page 21, 5 lines below (1.5.8), replace rV

(t) by rV

(t)dt
Page 25, line -9 replace
ij
by
ij
.
Page 25, correct equation (1.6.3) to
_
R
|z|
i
(dz) > |
i1

1
+
i2

2
| for i = 1, 2.
Page 29, line -12,-11: correct condition (viii) to
E
y
_
|(Y ())| +
S
_
0
|A(Y (t))|dt
_
<
Page 31, rst line below (2.2.1): replace z > 1 a.s. by 1 < z 0 a.s. .
Page 34, line 5 should be corrected to
A(s, x) +f(s, x) e
s
(( )x + ( +a),
where = (R).
Page 34, lines 7-10 should be corrected to
A(s, x) +f(s, x) 0
1

+
+
Page 35, line -6, replace z > 1 a.s. by z > 1 a.s.
Page 36, Theorem 2.6.: The assumption

1

+
+
should be added
Page 36, Exercise 2.1: Assume that z 0 a.s. .
Page 36, Exercise 2.2: Assume that z 0 a.s. .
Page 37, Exercise 2.3: Change line 4 to
dX(t) = dB(t) +
_
R
(X(t), z)

N(dt, dz)
Page 37, last sentence of Exercise 2.3 should be changed to:
Assume that there exists > 0 such that
(x, z) = 0 for a.a. z if |x| < (2.3.1)
(x, z)(x ) 0 for a.a. z if |x| (2.3.2)
and
tgh(
_
2 )
1

2
.
Page 40, line -8,-7 correct condition (iii) to
E
y
_
|(Y ())| +
S
_
0
|A(Y (t))|dt
_
<
2
Page 59, rst line below (4.1.1): Replace z 1 a.s. by z 0 a.s. .
Page 62, line -1,-2 correct condition (viii) to
E
y
_
|(Y
(u)
())| +
S
_
0
|A(Y
(u)
(t))|dt
_
<
Page 74, line -2,-3 correct condition (iii) to
E
y
_
|(Y ())| +
S
_
0
|A(Y (t))|dt
_
<
Page 78, Exercise 5.1: Assume that z 0 for a.a. z .
Page 84, line 4,5 correct condition (ix) to
E
y
_
|(Y ())| +
S
_
0
|A(Y (t))|dt
_
<
Page 86, equation (6.2.1): Assume that z 0 a.s. .
Page 90, equation (6.2.17): Assume that z 0 a.s. .
Page 94, Exercise 6.1: Change the state equation to
dX
(v)
(t) = dB(t) +
_
R
(X
(v)
(t), z)

N(dt, dz);
k
< t <
k+1
X
(v)
(
k+1
) =

X
(v)
(

k+1
) +
k+1
; k = 0, 1, 2, . . .
Page 94, Exercise 6.1: Replace the symmetry assumption on by the following
assumption: There exists > 0 such that
(x, z) = 0 for a.a. z if |x| < (6.3.1)
(x, z)(x ) 0 for a.a. z if |x| (6.3.2)
Page 94, Exercise 6.2: Assume that 1 z 0 a.s. .
Page 95, Exercise 6.3: Assume that z 0 a.s. .
Page 107, last line: replace
j
R by
j
< 0.
Page 108, change the rst two sentences to:
This is a nite number of interventions version of Example 6.5, where we for simplicity have
put = 0. We assume that z 0 a.s. .
Page 108, correct (7.2.8) to:

1
(x) =
_
1

x
2
+
b

2
a
1
exp(r
1
x) ; x < x

1
b

2
+c ; x x

1
,
Page 109, line 3: Correct x = x

1
to x = x

1
Page 109, formula (7.2.9): replace cosh by exp
Page 109, formula (7.2.10): replace sinh by exp
Page 109, correct (7.2.11) and (7.2.12) to:
x

1
=
1
r
1
_
1 +
_
1 +cr
2
1
_
(7.2.11)
a
1
=
2x

1
r
1
exp(r
1
x

1
) (7.2.12)
Page 109, delete (7.2.13) and the following sentence.
3
Page 110, formula (7.2.15) and (7.2.18), replace cosh by exp and |x| by x.
Page 110, correct (7.2.16) and (7.2.17) to
x

2
=
1
r
1
_
1 +
_
1 + (c a
1
)r
2
1
_
(7.2.16)
a
2
=
2x

2
r
1
exp(r
1
x

2
). (7.2.17)
and delete the rst sentence right below.
Page 110, correct (7.2.19) and (7.2.20) to
x

n
=
1
r
1
_
1 +
_
1 + (c a
n1
)r
2
1
_
(7.2.19)
a
n
=
2x

n
r
1
exp(r
1
x

n
). (7.2.20)
Page 111, formula (7.2.21): replace cosh by exp and |x| by x.
Page 111, correct (7.2.22) and (7.2.23) to
x

=
1
r
1
_
1 +
_
1 + (c a)r
2
1
_
(7.2.22)
a =
2x

r
1
exp(r
1
x

). (7.2.23)
Page 115, Line 10,11 correct condition (ix) to
E
y
_
|(Y ())| +
S
_
0
|A(Y (t))|dt
_
<
Page 153 line 1, 2, 5, 6 in conditions (i), (ii), (iii), (iv), replace
1
(z) by z
1
(z),
2
(z)
by z
2
(z),
1
by
1
,
2
by
2
.
Page 153, line 7, replace R by B
0
.
Page 153, line 8, correct the inequality to
|
i1

1
+
i2

2
| <
_
Ai
|z|
i
(dz) = K
i
<
Page 153, line 10, correct the equality to

i
(z) = signz

i1

1
+
i2

2
K
i
X
Ai
(z) ; i = 1, 2
Page 153, line 12, correct the equality to
Z(t) = exp
_
2

i=1
_
t
_
0
_
R
ln(1
i
(z
i
))

N
i
(ds, dz
i
)+
_
t
0
_
R
{ln(1
i
(z))+
i
(z)}
i
(dz)
__
; 0 t T
Page 155: lines 3-4 from (vi): correct these lines to
A(s, x) e
s
((x a) +c) .
So (vi) holds if e
1a+1
Page 155: Replace (10.2.6) by
z 0 a.s. (10.2.6)
4
Page 160, line -3: change this line to
F() := +
1
2

2
= 0.
Page 162, line 6: replace |B(t)| = x

by |X(t)| = x

.
Page 173, lines 3-4 after (i): correct these lines to:
e
s
(A(s, x) +f(s, x))

1 +
x +

1 +
C
3
Page 175, line -2 can be simplied to
A
0
(x) +f(x) := (x) +
1
2

(x) +x
2
= 0.
Page 176, line 1 should be corrected to
(x) = C cosh(x) +
1

x
2
+
1

2
; =
_
2
Page 176, lines 3-9 can be deleted
Page 176, line 11: Correct this to

0
(x) :=
1

x
2
+
1

2
a cosh(x)
Page 179, rst line of Conclusion: Assume that x .
Page 182, third line after (vi) should be corrected to
A
0
(x) = (1 +)
1
[( )x + ( +)c].
and the corresponding inequality on line 4 above Exercise 6.3 hence becomes

1

+
+
.
Hence (vi) holds if is small enough.
Page 184, line -13 should be corrected to
A
0
(x) = (1 )x +(c M) +(1 ) +c.
and this gives the conclusion that for (vi) to hold we need to assume that
+
c
1
.
Page 188, line 3 below (vi): correct this to
If x > x

1
then L
0

1
(x) 0 if x
c(+)

. Accordingly, we see that

L
0

1
0 for all x x

1
if is small enough.
We want to thank Andreas Kyprianou for valuable comments.
5