Compensated Jump process

[ChrisRackauckas]

@Max_Beez

I was trying to find an example of an SDE simulation such that the SDE is a jump-diffusion such that the jumps are of the compensated (Poisson) form.

Is there an already built-in method I should be using or perhaps someone has an example I can look at?

I don’t think so. It’s worth an issue.