• 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