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
Link To Document :
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