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Further study on Hunt's hypothesis (H) for Lévy processes.

Authors :
Hu, ZeChun
Sun, Wei
Source :
SCIENCE CHINA Mathematics; Nov2016, Vol. 59 Issue 11, p2205-2226, 22p
Publication Year :
2016

Abstract

Getoor's conjecture that essentially all Lévy processes satisfy Hunt's hypothesis (H) is a longstanding open problem in potential theory. In the beginning of the paper, we summarize the main results obtained so far for the problem. Then, we present two new necessary and sufficient conditions for the validity of (H). Furthermore, we give applications of these new criteria. First, we give explicit constructions of Lévy processes satisfying (H) in a context where previously known results could not be applied. Second, we show that a large class of pure jump subordinators can be decomposed into the summation of two independent subordinators such that both of them satisfy (H). [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
16747283
Volume :
59
Issue :
11
Database :
Complementary Index
Journal :
SCIENCE CHINA Mathematics
Publication Type :
Academic Journal
Accession number :
118886528
Full Text :
https://doi.org/10.1007/s11425-015-0600-2