Consider {Nn:n>0} a Poisson process of intensity > 0 at discrete time and {Unin >0} a sequence of independent and identically distributed random variables, also independent of Nn: n >0}. NO i=1 a) Let Xo = 0 and Xn Qui, and consider n, n2 N such that ni 0} a martingale? Consider {Nn:n>0} a Poisson process of intensity > 0 at discrete time and {Unin >0} a sequence of independent and identically distributed random variables, also independent of Nn: n >0}. NO i=1 a) Let Xo = 0 and Xn Qui, and consider n, n2 N such that ni 0} a martingale