Some Markov properties of stochastic differential equations with jumps
Séminaire de probabilités de Strasbourg, Tome 29 (1995), pp. 181-193. 
@article{SPS_1995__29__181_0,
     author = {Cohen, Serge},
     title = {Some {Markov} properties of stochastic differential equations with jumps},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {181--193},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {29},
     year = {1995},
     mrnumber = {1459459},
     zbl = {0833.60060},
     language = {en},
     url = {http://archive.numdam.org/item/SPS_1995__29__181_0/}
}
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Cohen, Serge. Some Markov properties of stochastic differential equations with jumps. Séminaire de probabilités de Strasbourg, Tome 29 (1995), pp. 181-193. http://archive.numdam.org/item/SPS_1995__29__181_0/

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