Title of article
Hunt’s hypothesis (H) and Getoor’s conjecture for Lévy processes
Author/Authors
Hu، نويسنده , , Ze-Chun and Sun، نويسنده , , Wei، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
10
From page
2319
To page
2328
Abstract
In this paper, Hunt’s hypothesis (H) and Getoor’s conjecture for Lévy processes are revisited. Let X be a Lévy process on R n with Lévy–Khintchine exponent ( a , A , μ ) . First, we show that if A is non-degenerate then X satisfies (H). Second, under the assumption that μ ( R n ∖ A R n ) < ∞ , we show that X satisfies (H) if and only if the equation A y = − a − ∫ { x ∈ R n ∖ A R n : | x | < 1 } x μ ( d x ) , y ∈ R n , has at least one solution. Finally, we show that if X is a subordinator and satisfies (H) then its drift coefficient must be 0.
Keywords
Lévy processes , Hunt’s hypothesis , Getoor’s conjecture
Journal title
Stochastic Processes and their Applications
Serial Year
2012
Journal title
Stochastic Processes and their Applications
Record number
1578612
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