Hunt’s Hypothesis (H) for the Sum of Two Independent Lévy Processes
Hunt’s Hypothesis (H) for the Sum of Two Independent Lévy Processes
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DOI：
10.1007/s40304-018-0136-y
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发表时间：
2017-02
影响因子：
0.9
通讯作者：
Ze-Chun Hu;Wei Sun
中科院分区：
文献类型：
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作者：
Ze-Chun Hu;Wei Sun
Lévy过程满足Hunt假设（H）是概率势理论中一个长期存在的问题。一维Lévy过程的这个问题的研究建议我们从Lévy过程的和的角度考虑（H）。本文给出了两个独立Lévy过程之和（H）的有效性定理和例子。对于一类一维Lévy过程，给出了蕴含（H）的Lévy测度的新条件.
Which Lévy processes satisfy Hunt’s hypothesis (H) is a long-standing open problem in probabilistic potential theory. The study of this problem for one-dimensional Lévy processes suggests us to consider (H) from the point of view of the sum of Lévy processes. In this paper, we present theorems and examples on the validity of (H) for the sum of two independent Lévy processes. We also give a novel condition on the Lévy measure which implies (H) for a large class of one-dimensional Lévy processes.