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Watanabe, S. (1964) On Discontinuous Additive Functionals and Lvy Measures of a Markov Process. Japanese Journal of Mathematics, 34, 53-70.

has been cited by the following article:

• TITLE: Equivalence of Uniqueness in Law and Joint Uniqueness in Law for SDEs Driven by Poisson Processes

  AUTHORS: Huiyan Zhao, Chunhua Hu, Siyan Xu

  KEYWORDS: Uniqueness in Law, Joint Uniqueness in Law, Poisson Process, Engelbert Theorem

  JOURNAL NAME: Applied Mathematics, Vol.7 No.8, May 20, 2016

  ABSTRACT: We give an extension result of Watanabe’s characterization for 2-dimensional Poisson processes. By using this result, the equivalence of uniqueness in law and joint uniqueness in law is proved for one-dimensional stochastic differential equations driven by Poisson processes. After that, we give a simplified Engelbert theorem for the stochastic differential equations of this type.