A note about Khoshnevisan--Xiao conjecture

Details A note about Khoshnevisan--Xiao conjecture A note about Khoshnevisan--Xiao conjecture

2006-09-25

arxiv.org/abs/math/0609696v1

Annals of Probability 2006, Vol. 34, No. 4, 1635-1640

Mathematics

Probability

Published at http://dx.doi.org/10.1214/009117906000000197 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117906000000197

Khoshnevisan and Xiao showed in [Ann. Probab. 33 (2005) 841--878] that the statement about almost surely vanishing Bessel--Riesz capacity of the image of a Borel set $G\subset\mathbb{R}_+$ under a symmetric L\'{e}vy process $X$ in $\mathbb{R}^d$ is equivalent to the vanishing of a deterministic $f$-capacity for a particular function $f$ defined in terms of the characteristic exponent of $X$. The authors conjectured that a similar statement is true for all L\'{e}vy processes in $\mathbb{R}^d$. We show that the conjecture is true provided we extend the definition of $f$ and require certain integrability conditions which cannot be avoided in general.

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