2019/08/19 by Ze-Chun Hu, Wei Sun, Hu, Ze-Chun +1
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Probability (math.PR) #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.1908.06825
openalex publication_date 2019/08/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The goal of this paper is threefold. First, we survey the existing results on Hunt's hypothesis (H) for Markov processes and Getoor's conjecture for Lévy processes. Second, we investigate (H) for multidimensional Lévy processes from the viewpoints of projections and energy, respectively. Third, we present a few open questions for further study.