New results on Hunt's hypothesis (H) for Lévy processes

DOI10.1007/S11118-014-9446-1MaRDI QIDQ2256558zbMATHOpenAlexFDO

Authors Ze-Chun Hu, Wei Sun, Jing Zhang

Publication date 19 February 2015

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1210.2016

zbMATH Keywords

subordinatorGetoor's conjectureHunt's hypothesisLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45)

Abstract: In this paper, we present new results on Hunt's hypothesis (H) for L'{e}vy processes. We start with a comparison result on L'{e}vy processes which implies that big jumps have no effect on the validity of (H). Based on this result and the Kanda-Forst-Rao theorem, we give examples of subordinators satisfying (H). Afterwards we give a new necessary and sufficient condition for (H) and obtain an extended Kanda-Forst-Rao theorem. By virtue of this theorem, we give a new class of L'{e}vy processes satisfying (H). Finally, we construct a type of subordinators that does not satisfy Rao's condition.

Recommendations

• Further study on Hunt's hypothesis (H) for Lévy processes
• Hunt's Hypothesis for Levy Processes
• Hunt's hypothesis (H) and Getoor's conjecture for Lévy processes
• Hunt's hypothesis (H) for the sum of two independent Lévy processes
• Hunt's hypothesis (H) and Getoor's conjecture

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Cited in

(7)

• Two theorems on Hunt's hypothesis (H) for Markov processes
• On the potential theory of raw time changes
• Hunt's Hypothesis for Levy Processes
• Further study on Hunt's hypothesis (H) for Lévy processes
• Hunt's hypothesis (H) for the sum of two independent Lévy processes
• Hunt's hypothesis (H) for Markov processes: survey and beyond
• Hunt's hypothesis (H) and Getoor's conjecture for Lévy processes

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