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

DOI10.1007/S40304-018-0136-YzbMATH Open1393.60081arXiv1702.07396OpenAlexW2729024139MaRDI QIDQ722087FDOQ722087

Authors: Ze-Chun Hu, Wei Sun 

Publication date: 20 July 2018

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

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.

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

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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)

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Cited In (5)

• On the potential theory of raw time changes
• Hunt's hypothesis (H) and Getoor's conjecture 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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