Geodesic
Stochastic equations with discontinuous jump functions
Matematičeskie trudy, Tome 20 (2017) no. 1, pp. 128-144.

Voir la notice de l'article provenant de la source Math-Net.Ru

In the present article, we consider a stochastic differential equation that contains an integral with respect to a Poisson measure but avoids the diffusion term. The integrand need not be continuous. We introduce a definition of a solution and prove the existence and uniqueness theorems. 
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A. V. Logachov; S. Ya. Makhno. Stochastic equations with discontinuous jump functions. Matematičeskie trudy, Tome 20 (2017) no. 1, pp. 128-144. http://geodesic.mathdoc.fr/item/MT_2017_20_1_a7/

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