A criterion of density for solutions of Poisson-driven SDEs
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.
Unable to display preview. Download preview PDF.