Hunt's Hypothesis (H) for the Sum of Two Independent Levy Processes
Probability
2018-11-06 v1
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.
Keywords
Cite
@article{arxiv.1702.07396,
title = {Hunt's Hypothesis (H) for the Sum of Two Independent Levy Processes},
author = {Ze-Chun Hu and Wei Sun},
journal= {arXiv preprint arXiv:1702.07396},
year = {2018}
}