New Results on Hunt's Hypothesis (H) for L,vy Processes
New Results on Hunt's Hypothesis (H) for L,vy Processes
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L,vy 过程 Hunt 假设 (H) 的新结果
DOI：
10.1007/s11118-014-9446-1
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发表时间：
2015
影响因子：
1.1
通讯作者：
Zhang Jing
中科院分区：
文献类型：
--
作者：
Hu Ze-Chun;Sun Wei;Zhang Jing
本文给出了关于Lévy过程的Hunt假设(H)的新结果。我们从一个关于Lévy过程的比较结果开始，这意味着大的跳跃对(H)的有效性没有影响。在此结果和Kanda-Forst-Rao定理的基础上，我们给出了满足(H)的从属的例子。然后，给出了(H)的一个新的充要条件，得到了推广的Kanda-Forst-Rao定理。利用这个定理，我们给出了一类新的满足(H)的Lévy过程。最后，我们构造了一类不满足Rao条件的从属算子。
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.