Hey guys, I encounter a question (maybe a silly one )that puzzles me. Nt is a Poisson process and λ is the jump intensity.Since the quadratic variation of Poisson process is [N,N]t=Nt, and Nt2-[N,N]t is a martingale, it follows that E[Nt2]=E[[N,N]t]=λ*t. On the other hand, the direct calculation...