In more informal derivations of Ito's formula for jump processes, the multiplication table for $dt, dW_t$ and $dN_t$give that $dN_tdN_t=dN_t$. Why is this? I have tried deriving this from the telescoping sums arising from jump process integration but I can't get much traction
2026-03-26 04:33:07.1774499587
Why does the infinitesimal of a poisson process behave as it does in the Ito multiplication table
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