English

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 XX be a L\'{e}vy process on Rn\mathbf{R}^n with L\'{e}vy-Khintchine exponent (a,A,μ)(a,A,\mu). {First, we show that if AA is non-degenerate then XX satisfies (H). Second, under the assumption that μ(Rn\ARn)<\mu({\mathbf{R}^n\backslash \sqrt{A}\mathbf{R}^n})<\infty, we show that XX satisfies (H) if and only if the equation Ay=a{xRn\ARn:x<1}xμ(dx), yRn, \sqrt{A}y=-a-\int_{\{x\in {\mathbf{R}^n\backslash \sqrt{A}\mathbf{R}^n}:\,|x|<1\}}x\mu(dx),\ y\in \mathbf{R}^n, has at least one solution. Finally, we show that if XX 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

R2 v1 2026-06-21T17:12:41.063Z