{ "id": "1101.3038", "version": "v3", "published": "2011-01-16T01:47:55.000Z", "updated": "2012-12-11T04:34:09.000Z", "title": "Hunt's hypothesis (H) and Getoor's conjecture for Lévy Processes", "authors": [ "Ze-Chun Hu", "Wei Sun" ], "comment": "11 pages. arXiv admin note: text overlap with arXiv:1210.2016", "journal": "Stochastic Processes and their Applications 122 (2012) 2319-2328", "doi": "10.1016/j.spa.2012.03.013", "categories": [ "math.PR" ], "abstract": "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.}", "revisions": [ { "version": "v3", "updated": "2012-12-11T04:34:09.000Z" } ], "analyses": { "subjects": [ "60J45", "60G51" ], "keywords": [ "getoors conjecture", "hunts hypothesis", "lévy processes", "drift coefficient", "non-degenerate" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 11, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011arXiv1101.3038H" } } }