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- fashionmarina
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compund poisson process
hi,I have a simple question: the quadratic variation of a compound poisson process on[ 0, T] is the sum of square jump sizes.This is clear because when process does not jump it is costant.My problem is to prove that the quadratic (first and cross...) variation has this form, because it has this form simply by costruction and I don't understand what should I prove... thanks, bye