arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1702.07396math.PR
收藏

两个独立Levy过程之和的Hunt假设(H)

Hunt's Hypothesis (H) for the Sum of Two Independent Levy Processes

Ze-Chun Hu, Wei Sun

摘要:

哪些Levy过程满足Hunt假设(H)是概率位势理论中的一个长期悬而未决的问题。对一维Levy过程的这一问题的研究建议我们从Levy过程的和的角度来考虑(H)。本文给出了两个独立Levy过程之和(H)的有效性定理和例子。我们还给出了一类一维Levy过程的Levy测度蕴含(H)的新条件。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑