Suppose $X$ is a Lévy process with triplet $(b,\sigma^2,\nu)$ and finite intensity, so $\nu(\mathbb R)<\infty$.
Why does it follow immediately that the jump part of $X$ can be described by a compound Poisson process?
2026-03-27 10:09:30.1774606170
Finite intensity of Lévy measure implies compound Poisson process
74 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in POISSON-PROCESS
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