Show that if Pt is a Poisson process, then Show that if X is bounded and measurable with respect to the product σ-field Then Suppose T is a totally inaccessible stopping time. Show that if If...

Show that if P_t
is a Poisson process, then

Show that if X is bounded and measurable with respect to the product σ-field

Then

Suppose T is a totally inaccessible stopping time. Show that if

If P is a Poisson process with parameter λ, determine

Show that μ_o
defined in (16.11) is a measure.