Hunt's hypothesis (H) and Getoor's conjecture for Lévy processes

DOI10.1016/J.SPA.2012.03.013MaRDI QIDQ429286zbMATH OpenOpenAlexWikidataFDO

Authors Ze-Chun Hu, Wei Sun

Publication date 19 June 2012

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.3038

zbMATH Keywords

Getoor's conjectureHunt's hypothesisLévy processes

Mathematics Subject Classification ID

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

Abstract: In this paper, Hunt's hypothesis (H) and Getoor's conjecture for L'{e}vy processes are revisited. Let $X$ be a L'{e}vy process on $mathbf{R}^n$ with L'{e}vy-Khintchine exponent $(a,A,mu)$. {First, we show that if $A$ is non-degenerate then $X$ satisfies (H). Second, under the assumption that $$, we show that $X$ satisfies (H) if and only if the equation ${\displaystyle }$ sqrt{A}y=-a-int_{{xin {mathbf{R}^n�ackslash sqrt{A}mathbf{R}^n}:,|x|<1}}xmu(dx), yin mathbf{R}^n, ${\displaystyle }$ has at least one solution. Finally, we show that if $X$ is a subordinator and satisfies (H) then its drift coefficient must be 0.}

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Cited in

(7)

• Liouville property, Wiener's test and unavoidable sets for hunt processes
• Hunt's hypothesis (H) for the sum of two independent Lévy processes
• New results on Hunt's hypothesis (H) for Lévy processes
• Further study on Hunt's hypothesis (H) for Lévy processes
• Hunt's hypothesis (H) for Markov processes: survey and beyond
• Two theorems on Hunt's hypothesis (H) for Markov processes
• Hunt's Hypothesis for Levy Processes

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