Hunt's hypothesis (H) and Getoor's conjecture for L\'{e}vy Processes
Probability
2012-12-12 v3
Abstract
In this paper, Hunt's hypothesis (H) and Getoor's conjecture for L\'{e}vy processes are revisited. Let be a L\'{e}vy process on with L\'{e}vy-Khintchine exponent . {First, we show that if is non-degenerate then satisfies (H). Second, under the assumption that , we show that satisfies (H) if and only if the equation has at least one solution. Finally, we show that if is a subordinator and satisfies (H) then its drift coefficient must be 0.}
Keywords
Cite
@article{arxiv.1101.3038,
title = {Hunt's hypothesis (H) and Getoor's conjecture for L\'{e}vy Processes},
author = {Ze-Chun Hu and Wei Sun},
journal= {arXiv preprint arXiv:1101.3038},
year = {2012}
}
Comments
11 pages. arXiv admin note: text overlap with arXiv:1210.2016