We give sufficient conditions on the underlying filtration such that all
totally inaccessible stopping times have compensators which are absolutely
continuous. If a semimartingale, strong Markov process X has a representation
as a solution of a stochastic differential equation driven by a Wiener process,
Lebesgue measure, and a Poisson random measure, then all compensators of
totally inaccessible stopping times are absolutely continuous with respect to
the minimal filtration generated by X. However Cinlar and Jacod have shown that
all semimartingale strong Markov processes, up to a change of time and space,
have such a representation
