# The regularity of Levy process

There is a property for continuous Markov process that each point $y$ in its state space is hit with positive probability one starting from any interior point $x$.

This property is called the regularity of continuous Markov process. For example, $X_{t}$ is the 1-dimensional brownian motion. The state space is $(-\infty, +\infty)$. I found this concept from the paper: on increasing continuous Markov processes by E.CINLAR. Maybe there is another name from standard text book.

My question is as follows. Suppose $X_{t}$ is a Levy process which is not a pure jump process. This means $\sigma\neq 0$ in its generating triplet $(\sigma, \gamma, \nu）$. Is $X_{t}$ regular?

Any references are very appreciated.

A counterexample is to let $X_t$ be Brownian motion with drift. Start at any point $x$ and suppose the drift is negative. Let $N_y$ be the event that $y$ is never hit, i.e., $N_y=\{(\forall t)\, X_t < y\}$. With probability one there will be some positive value that is not hit; see e.g. this question. So $$\mathbb P (\cup_{y\in\mathbb N}\, N_y) = 1.$$ Therefore $$\exists y\in\mathbb N\qquad \mathbb P(N_y)>0,$$ and such a $y$ is a counterexample to regularity.