Hunt's hypothesis (H) for the sum of two independent Lévy processes

DOI10.1007/S40304-018-0136-YMaRDI QIDQ722087zbMATHOpenAlexFDO

Authors Ze-Chun Hu, Wei Sun

Publication date 20 July 2018

Published in Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.07396

zbMATH Keywords

Getoor's conjectureHunt's hypothesis (H)Lévy process

Mathematics Subject Classification ID

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

Abstract: Which Levy processes satisfy Hunt's hypothesis (H) is a long-standing open problem in probabilistic potential theory. The study of this problem for one-dimensional Levy processes suggests us to consider (H) from the point of view of the sum of Levy processes. In this paper, we present theorems and examples on the validity of (H) for the sum of two independent Levy processes. We also give a novel condition on the Levy measure which implies (H) for a large class of one-dimensional Levy processes.

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• 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) and triangle property of the Green function
• New results on Hunt's hypothesis (H) for Lévy processes
• On the Infinitesimal Generators of Integral Convolutions
• The definition of energy in non-symmetric translation invariant Dirichlet spaces
• Two theorems on capacity for Markov processes with stationary independent increments

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

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