## regularity of zero point

We consider 1-d process X X(t)=bt+Jt+Mt where b is constant, M is a continuous martingale process with M(0)=0, and J is a symmestric α-stable process with its Levy symbol η(u)=−|u|α for some constant α∈[1,2). Its Levy measure is ν(y)=1|y|1+α. Consider τ=inf I want to know if the following claim is true. [Claim] \tau = 0 … Read more