Probability Theory and Related Fields

, Volume 118, Issue 3, pp 406–426 | Cite as

A criterion of density for solutions of Poisson-driven SDEs

  • Laurent Denis


We construct a Dirichlet structure related to a Poisson measure on ℝ+×M, where M is a general measured space, with compensator dtdv. 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.


Measured Space Dirichlet Form Poisson Measure General Measured Space 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2000

Authors and Affiliations

  • Laurent Denis
    • 1
  1. 1.Département de Mathématiques, Laboratoire de Statistique et Processus, Université du Maine, Avenue Olivier Messiaen, 72085 Le Mans Cedex 9, France. e-mail: ldenis@univ-lemans.frFR

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