On the potential theory of raw time changes

MaRDI QIDQ2752134zbMATH OpenFDO

Authors Joseph Glover

Publication date 23 May 2002

zbMATH Keywords

Hunt's hypothesisLévy processraw time change

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55)

Review text

The main goal of this paper is two exhibit new examples of Lévy processes satisfying Hunt's hypothesis but not the usual criterions (symmetry, Kanda's assumption on the Lévy-Khinchin exponent, stable subordination) ensuring it. Those Lévy processes are valued on the grid \({\mathbb Z}^d\) and have absolutely continuous resolvent, so that Hunt's hypothesis is equivalent to the bounded maximum principle as well as the bounded energy principle. The main result of the paper under review states that the latter principle is verified when the Lévy process is obtained through a certain raw time-change (right-inverse of a certain continuous non adapted additive functional involving the first jump valued on a fixed compact set of \({\mathbb Z} ^d)\) of another symmetric Lévy process on \({\mathbb Z}^d.\)NEWLINENEWLINEFor the entire collection see [Zbl 0964.00043].

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Cited in

(3)

• Perspectives of the numerical order of material changes in timeless approaches in physics
• Quadratic variation and energy
• scientific article; zbMATH DE number 1795802 (Why is no real title available?)

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