Hunt's hypothesis (H) and Getoor's conjecture for Lévy processes (Q429286): Difference between revisions

Let \(X\) be a Lévy process on \(\mathbb R^n\), with Lévy-Khinchin exponent \((a, A, \mu )\). The authors prove the following results concerning the fact that \(X\) satisfies Hunt's hypothesis \((H)\): (i) if the matrix \(A\) is non-degenerate, then \(X\) satisfies \((H)\); (ii) if \(\mu (\mathbb R^n \setminus \sqrt{A} \mathbb R^n) < \infty \), then \(X\) satisfies \((H)\) iff the equation \[ \sqrt{A} y = - a - \int _ {\{x \in \mathbb R^n \setminus \sqrt{A} \mathbb R^n; |x| < 1 \} } x \mu (d x) \] has at least one solution \(y \in \mathbb R^n\); (iii) if \(X\) is a subordinator and satisfies \((H)\), then its drift coefficient is \(0\).