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arXiv:1406.2013 [math.PR]AbstractReferencesReviewsResources

New criteria for Hunt's hypothesis (H) of Levy processes

Wei Sun

Published 2014-06-08, updated 2014-10-14Version 2

Novel necessary and sufficient conditions are presented for the validity of Hunt's hypothesis (H) of L\'evy processes. As applications, new examples of L\'evy processes satisfying (H) are obtained. Moreover, it is shown that a general class of pure jump subordinators can be decomposed into the summation of two independent subordinators satisfying (H).

Categories: math.PR
Subjects: 60J45, 60G51
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