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 sto...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.展开更多
文摘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.
