  Although introduced in the case of Poisson random measures, the lent particle
method applies as well in other situations. We study here the case of marked
point processes. In this case the Malliavin calculus (here in the sense of
Dirichlet forms) operates on the marks and the point process doesn't need to be
Poisson. The proof of the method is even much simpler than in the case of
Poisson random measures. We give applications to isotropic processes and to
processes whose jumps are modified by independent diffusions.
