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First exit distribution and path continuity of Hunt processes |
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| Authors: | Hui-zeng Zhang Xu-sheng Kang Min-zhi Zhao |
| Affiliation: | [1]School of Sciences, Hangzhou Normal University, Hangzhou 310036, China [2]Department of Statistics and Computing Science, Zhejiang University City College, Hangzhou 310015, China [3]Department of Mathematics, Zhejiang University, Hangzhou 310027, China |
| Abstract: | This paper gives a characterization of a Hunt process path by the first exit left limit distribution. It is also showed that if the first exit left limit distribution leaving any ball from the center is a uniform distribution on the sphere, then the Lévy Processes are a scaled Brownian motion. |
| Keywords: | first exit left limit distribution Hunt process Brownian motion |
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