This paper considers the jump numbers of a class of Q processes and the corresponding point process, and proves that a stochastic integral relating to this point process is a square integrable martingale.
本文考虑一类Q过程的跳跃次数及其相应的点过程,证明了与此点过程有关的一个随机积分是平方可积鞅,同时对有关文献中的不足之处作了讨论。