If I consider $X_t$ is a generalized Ornstein uhlenbeck process, how I can prove that $$\text{sign}\left(X_t\right). N(dt,du)$$ is a Poisson measure? Same question if I consider the compensated Poisson random measure.
2026-03-26 07:56:43.1774511803
Generalized OU process and Poisson random measure
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