Hunt's hypothesis (H) and Getoor's conjecture for Lévy Processes

Ze-Chun Hu, Wei Sun

Published 2011-01-16, updated 2012-12-11Version 3

In this paper, Hunt's hypothesis (H) and Getoor's conjecture for L\'{e}vy processes are revisited. Let $X$ be a L\'{e}vy process on $\mathbf{R}^n$ with L\'{e}vy-Khintchine exponent $(a,A,\mu)$. {First, we show that if $A$ is non-degenerate then $X$ satisfies (H). Second, under the assumption that $\mu({\mathbf{R}^n\backslash \sqrt{A}\mathbf{R}^n})<\infty$, we show that $X$ satisfies (H) if and only if the equation $$ \sqrt{A}y=-a-\int_{\{x\in {\mathbf{R}^n\backslash \sqrt{A}\mathbf{R}^n}:\,|x|<1\}}x\mu(dx),\ y\in \mathbf{R}^n, $$ has at least one solution. Finally, we show that if $X$ is a subordinator and satisfies (H) then its drift coefficient must be 0.}