Abstract.
We construct a Dirichlet structure related to a Poisson measure on ℝ+×M, where M is a general measured space, with compensator dt⊗dv. We obtain a criterion of density for variables in the domain of the Dirichlet form and we apply it to S.D.E. driven by this Poisson measure.
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Received: 15 May 1999 / Revised version: 23 February 2000 / Published online: 12 October 2000
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Denis, L. A criterion of density for solutions of Poisson-driven SDEs. Probab Theory Relat Fields 118, 406–426 (2000). https://doi.org/10.1007/PL00008748
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DOI: https://doi.org/10.1007/PL00008748