Let \(\{N(t), t \geq 0\}\) be a nonhomogeneous Poisson process with intensity function \(\lambda(t)\) and trend function

\[\Lambda(t)=\int_{0}^{t} \lambda(x) d x\]

Check whether the stochastic process \(\{X(t), t \geq 0\}\) with \(X(t)=N(t)-\Lambda(t)\) is a martingale.