Definition 6.2 Quantitative Methods · Chapter 6 — Jump Processes The compensated Poisson process is N~t=Nt−λt\tilde N_t = N_t - \lambda tN~t=Nt−λt; for a compound Poisson process, Jt−λE[Y]tJ_t - \lambda\E[Y]tJt−λE[Y]t. Read in context →