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arxiv: 1210.2016 · v3 · pith:Z4RDITGPnew · submitted 2012-10-07 · 🧮 math.PR

New results on Hunt's hypothesis (H) for L\'{e}vy processes

classification 🧮 math.PR
keywords processesgivetheoremconditionhunthypothesiskanda-forst-raoresult
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In this paper, we present new results on Hunt's hypothesis (H) for L\'{e}vy processes. We start with a comparison result on L\'{e}vy 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 L\'{e}vy processes satisfying (H). Finally, we construct a type of subordinators that does not satisfy Rao's condition.

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