Let be independent Poisson processes with parameter Suppose for each Suppose decreases as j increases for Let Determine reasonable conditions on the sequence λj so that X is a...

Let

be independent Poisson processes with parameter

Suppose

for each

Suppose

decreases as j increases for

Let

Determine reasonable conditions on the sequence λ_j
so that X is a semimartingale. A local martingale. A martingale. A locally square integrable martingale.