TITLE:
Necessary and Sufficient Conditions for a Class Positive Local Martingale
AUTHORS:
Chuanzhong Chen, Saisai Yang
KEYWORDS:
Markov Process, Dirichlet Form, Multiplicative Functional, Positive Local Martingale
JOURNAL NAME:
Advances in Pure Mathematics,
Vol.4 No.10,
October
30,
2014
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.