  In this paper we study the properties of the Poisson random measure and the
Poisson integral associated with a G-Levy process. We prove that a Poisson
integral is a G-Levy process and give the conditions which ensure that a
Poisson integral belongs to a good space of random variables. In particular, we
study the relation between the quasi- continuity of an integrand and the
quasi-continuity of the integral. Lastly, we apply the results to establish the
pathwise decomposition of a G-Levy process into a generalized G-Brownian motion
and a pure-jump G-Levy process and prove that both processes belong to a good
space of random variables.
