{ "id": "1210.2016", "version": "v3", "published": "2012-10-07T02:35:17.000Z", "updated": "2014-04-15T02:34:00.000Z", "title": "New results on Hunt's hypothesis (H) for Lévy processes", "authors": [ "Ze-Chun Hu", "Wei Sun", "Jing Zhang" ], "comment": "24 pages", "categories": [ "math.PR" ], "abstract": "In this paper, we present new results on Hunt's hypothesis (H) for L\\'{e}vy processes. We start with a comparison result on L\\'{e}vy processes which implies that big jumps have no effect on the validity of (H). Based on this result and the Kanda-Forst-Rao theorem, we give examples of subordinators satisfying (H). Afterwards we give a new necessary and sufficient condition for (H) and obtain an extended Kanda-Forst-Rao theorem. By virtue of this theorem, we give a new class of L\\'{e}vy processes satisfying (H). Finally, we construct a type of subordinators that does not satisfy Rao's condition.", "revisions": [ { "version": "v3", "updated": "2014-04-15T02:34:00.000Z" } ], "analyses": { "subjects": [ "60J45", "60G51" ], "keywords": [ "hunts hypothesis", "lévy processes", "satisfy raos condition", "subordinators", "comparison result" ], "note": { "typesetting": "TeX", "pages": 24, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2012arXiv1210.2016H" } } }