New results on Hunt's hypothesis (H) for Lévy processes

Ze-Chun Hu; Wei Sun; Jing Zhang

doi:10.1007/s11118-014-9446-1

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arXiv · 1210.2016

New results on Hunt's hypothesis (H) for Lévy processes

Ze-Chun Hu·Wei Sun·Jing Zhang

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Abstract

In this paper, we present new results on Hunt's hypothesis (H) for Lévy processes. We start with a comparison result on Lévy 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 Lévy processes satisfying (H). Finally, we construct a type of subordinators that does not satisfy Rao's condition.

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BibTeX RIS

Ze-Chun Hu, Wei Sun, Jing Zhang. 2014-04-15. New results on Hunt's hypothesis (H) for Lévy processes. https://doi.org/10.1007/s11118-014-9446-1

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