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A partially observed jump diffusion $Z=(X_t,Y_t)_{t\in[0,T]}$ given by astochastic differential equation driven by Wiener processes and Poissonmartingale measures is considered when the coefficients of the equation satisfyappropriate Lipschitz and growth conditions. Under general conditions it isshown that the conditional density of the unobserved component $X_t$ given theobservations $(Y_s)_{s\in[0,T]}$ exists and belongs to $L_p$ if the conditionaldensity of $X_0$ given $Y_0$ exists and belongs to $L_p$.

On partially observed jump diffusions II. The filtering density