HUNT'S HYPOTHESIS(H)FOR THE SUM OF TWO INDEPENDENT L(E)VY PROCESSES

来源 :The 11th Workshop on Markov Processes and Related topics(第十一 | 被引量 : 0次 | 上传用户:jdwenge
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  Up to now,we have some good sufficient conditions(such as Kanda-Forst condition,Rao's condition and the extended Kanda-Forst-Rao condition etc.)for a Lévy process to satisfy Hunt's hypothesis(H),but in order to completely understand(H)for Lévy processes,even in one dimensional case,it seems that we should consider(H)for the sum of two independent Lévy processes.In this paper,we explore this problem and obtain some meaningful results.In addition,we obtain one result on(H)for 1-dimensional Lévy process,which extends one of Kesten's,and give some capacity inequalities which have their own interests.
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