Hi,
Is a leftcontinuous compensated poisson process a martingale under its natural filtration?
And what about the rightcontinuous version of its filtration? (My guess is no)
Thanks,
Johannes
Hi, Is a leftcontinuous compensated poisson process a martingale under its natural filtration? And what about the rightcontinuous version of its filtration? (My guess is no) Thanks, Johannes 

