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Hunt's hypothesis (H) and Getoor's conjecture for Lévy Processes (1101.3038v3)

Published 16 Jan 2011 in 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.}

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