Suppose Pt is a Poisson process with parameter is the minimal augmented filtration for P, and Suppose Y is a F1 measurable random variable with finite mean and variance. Prove that there exists a...

Suppose P_t
is a Poisson process with parameter

is the minimal augmented filtration for P, and

Suppose Y is a F₁
measurable random variable with finite mean and variance. Prove that there exists a predictable process H such that