Hunt's Hypothesis (H) for the Sum of Two Independent Levy Processes
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.
Previously developed ``stochastic representation of deterministic interactions`` enables exact treatment of an open system without leaving its native phase space (Hilbert space) due to peculiar stochastic extension of the Liouville (von Neumann) equation for its statistical operator. Can one reformulate the theory in terms of stochastic ``Langevin equations'' for its variables? Here it is shown that in case of classical Hamiltonian underlying dynamics the answer is principally positive, and general explicit method of constructing such equations is described.