How to evaluate the following stochastic integral?
$$\int_0^t M_{s^-}^2 dM_s$$
where $M_t = N_t - \lambda t$ is a compensated Poisson process.
I tried to apply Ito's formula to $M_t^2$ but still cannot solve it. Any help appreciated.
References
How to evaluate the following stochastic integral?
$$\int_0^t M_{s^-}^2 dM_s$$
where $M_t = N_t - \lambda t$ is a compensated Poisson process.
I tried to apply Ito's formula to $M_t^2$ but still cannot solve it. Any help appreciated.
References