**APPENDIX: ITÔ'S LEMMA ON THE RATIO OF TWO PROCESSES**

In this appendix we state without proof ^{5} a couple of useful results, in the development of this paper, for mixed diffiision–jump processes. Given the homogeneous linear stochastic differential equations:

where *dQ _{X} are dQ_{Y}* uncorrelated Poisson processes and

^{5 }For the proofs, we refer the reader to Gihman and Skorohod (1972).