This will depend on the nature of your joke and how the other comedian has used your material.

If your joke has been recorded in some way and is substantial enough to be protected as a “literary work”, you may be able to rely on copyright law to stop the other comedian reproducing, performing or recording the joke. However, if the joke is not a “literary work” (for example, if it is a one-liner or pun), or if the other comedian is using the same idea but expressing it in his or her own way, your copyright is not infringed.