Hunt’s Hypothesis(H)for the Sum of Two Independent Levy Processes  被引量:1

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作  者:Ze-Chun Hu Wei Sun 

机构地区:[1]College of Mathematics,Sichuan University,Chengdu 610064,China [2]Department of Mathematics and Statistics,Concordia University,Montreal H3G 1M8,Canada

出  处:《Communications in Mathematics and Statistics》2018年第2期227-247,共21页数学与统计通讯(英文)

基  金:work was supported by National Natural Science Foundation of China(Grant No.11771309);Natural Science and Engineering Research Council of Canada(Grant No.311945-2013);the Fundamental Research Funds for the Central Universities of China。

摘  要:Which Levy processes satisfy Hunt’s hypothesis(H)is a long-standing open problem in probabilistic potential theory.The study of this problem for one-dimensional Levy processes suggests us to consider(H)from the point of view of the sum of Levy processes.In this paper,we present theorems and examples on the validity of(H)for the sum of two independent Levy processes.We also give a novel condition on the Levy measure which implies(H)for a large class of one-dimensional Levy processes.

关 键 词:Hunt’s hypothesis(H) Getoor’s conjecture Levy process 

分 类 号:O17[理学—数学]

 

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