 
Summary: SUPPLEMENT TO "TESTING WHETHER JUMPS HAVE
FINITE OR INFINITE ACTIVITY"
By Yacine AïtSahalia1 and Jean Jacod
Princeton University and UPMC (Université Paris6)
This supplement contains the technical results and proofs.
1. Preliminary results. We first show a few facts which have been stated
without proof in Section 2 of the paper, like Lemmas 1 and 2 and the inclusion
. We first introduce, for each 0, the two increasing processes:
(A.1) () =
Z
0
Z
(
1) () 0
() =
X
