Subordination in the wide sense for Lévy processes (Q1969519)

According to a celebrated theorem due to \textit{R. M. Blumenthal, B. K. Getoor} and \textit{H. P. McKean jun.} [Ill. J. Math. 6, 402-420 (1962; Zbl 0133.40903)], two transient Markov processes, say \(X\) and \(Y\), have the same cone of excessive functions, i.e. \({\mathcal S}(X)={\mathcal S}(Y)\), if and only if there is a continuous and strictly increasing additive functional of \(X\) with inverse \(T\) such that \(X\circ T\) and \(Y\) have the same law. The paper under review investigates the situation where \({\mathcal S}(X)\subseteq {\mathcal S}(Y)\) in the special case when both \(X\) and \(Y\) are Lévy processes with values in \(\mathbb R^d\). This inclusion is easily seen to be equivalent to a so-called quotient relation between the potential measures \(u\) and \(v\) of \(X\) and \(Y\), respectively, which has been studied in depth by \textit{F. Hirsch} [in: Séminaire de théorie du potentiel, Paris 1977-78, No. 4, Lect. Notes Math. 713, 113-136 (1979; Zbl 0408.31012)]. More precisely \({\mathcal S}(X)\subseteq {\mathcal S}(Y)\) holds if and only if there is a positive measure \(K\) such that \(u=v\ast K\). The main result of the paper is that the latter condition is also equivalent to a relation of subordination in the wide sense (i.e. extending Bochner's subordination), namely \(Y=X\circ \sigma\) where \(\sigma\) is a subordinator that fulfils some technical conditions. This extends a result by the reviewer [Probab. Theory Relat. Fields 108, No. 4, 559-571 (1997; Zbl 0895.60011)] in the special case when \(X\) and \(Y\) are subordinators. The key is provided by an extension of the Skorokhod embedding.