 \begin{equation*}
\left\{
             \begin{array}{lr}
             L_t =-\Psi(-i) dt + \sigma_J dJ(t), &   \\
             d v_t = \kappa (\theta - v_t)dt- \eta_J dJ^T({T_t}),
             \end{array}
\right.
\end{equation*}
