In the theory of diffusive acceleration at oblique shock fronts the questio
n of the existence of a discontinuity of energetic particle density is cont
entious. The resolution of this problem is interesting from a theoretical p
oint of view, and potentially for the interpretation of observations of par
ticle densities at heliospheric shocks and of high-resolution radio observa
tions of the rims of supernova remnants. It can be shown analytically that
an isotropic particle distribution at a shock front implies continuity of t
he particle density - whether or not the shock is oblique. However, if the
obliquity of the shock induces an anisotropy, a jump is permitted. Both sem
i-analytic computations and Monte-Carlo simulations are used to show that,
for interesting parameter ranges, a jump is indeed produced, with accelerat
ed particles concentrated in a precursor ahead of the shock front.