Consider a Poisson process with intensity $\lambda(t)$, deterministic in time. A change of measure on a Poisson process impacts its intensity. Is there a way, by change of measure, to convert the Poisson process with deterministic intensity to a Poisson process with constant intensity?
What would the Radon-Nikodym of this change of measure be?
Does anyone know the answer to this? Is it even possible?