Let be a Compound Poisson process with nonzero jump marks and positive rate, independent of a càdlàg process . Conditional on the path of , its discontinuities form a countable set. The Poisson jump times have continuous distributions and avoid that set almost surely. At every jump of , the sum therefore has the same nonzero jump. In particular a continuous Lévy process cannot have a positive-rate independent compound Poisson component. Applying this to each truncation of its Lévy measure proves that its jump measure is zero.
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