Necessary and Sufficient Conditions for a Class Positive Local Martingale

DOI: 10.4236/apm.2014.410063   PDF   HTML   XML   2,062 Downloads   2,406 Views  

Abstract

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.

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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.

Conflicts of Interest

The authors declare no conflicts of interest.

References

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