Hunt's hypothesis (H) and Getoor's conjecture for L\'evy Processes
Abstract
In this paper, Hunt's hypothesis (H) and Getoor's conjecture for L\'evy processes are revisited. Let X be a L\'evy process on Rn with L\'evy-Khintchine exponent (a,A,μ). First, we show that if A is non-degenerate then X satisfies (H). Second, under the assumption that μ(Rn ARn)<∞, we show that X satisfies (H) if and only if the equation Ay=-a-∫\x∈ Rn ARn:\,|x|<1\xμ(dx),\ y∈ Rn, 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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