Suppose Xt is an increasing process with paths that are right continuous with left limits, a.s., X is purely discontinuous, and all jumps are of size +1 only. Suppose a.s. Prove that X is a time...


Suppose Xt
is an increasing process with paths that are right continuous with left limits,


a.s., X is purely discontinuous, and all jumps are of size +1 only. Suppose


a.s. Prove that X is a time change of a Poisson process.





May 22, 2022
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