A criterion of density for solutions of Poisson-driven SDEs (Q1596316): Difference between revisions

The problem of constructing a Dirichlet structure related to a Poisson measure on \(\mathbb{R}^+\times M\) \((M\) a general measured space with compensator \(dt\otimes d\nu\) and \(\nu\) a measure on \((M,{\mathcal M}))\) is considered. The author obtains also a criterion of density for variables in the domain of the Dirichlet form. These results are applied to solutions of stochastic differential equations driven by Poisson measure. It is shown that under Hörmander type conditions the solutions of SDEs are absolutely continuous with respect to Lebesgue measure.