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Necessary and Sufficient Conditions for a Class Positive Local Martingale

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http://www.scirp.org/journal/PaperInformation.aspx?PaperID=51071#.VFMJemfHRK0

Let X be a Markov process, which is assumed to be associated with a (non-symmetric) Dirichlet form (E,D(E)) on L2 (E;m). For , the extended Dirichlet space, we give necessary and sufficient conditions for a multiplicative functional to be a positive local martingale.
Cite this paper
Chen, C. and Yang, S. (2014) Necessary and Sufficient Conditions for a Class Positive Local Martingale. Advances in Pure Mathematics, 4, 545-549. doi: 10.4236/apm.2014.410063. 
 

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