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Lévy measure and jump behaviour of the corresponding Lévy process
Let $(X_t)_{t \ge 0}$ be a Lévy process on $\mathbb R$ with Lévy measure $\nu$.
Define the jump counting measure $N(t, A) = \lvert\{s \in [0, t] \mathrel: \Delta X_s \in A\}\rvert$
where $\Delta X_s$ ...