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Necessary and Sufficient Conditions for a Class Positive Local Martingale
Department of Mathematics, Hainan Normal University, Haikou, China
Department of Mathematics, Hainan Normal University, Haikou, China
- 1 Department of Mathematics, Hainan Normal University, Haikou, China
- 2 Department of Mathematics, Hainan Normal University, Haikou, China
Advances in Pure Mathematics·Volume 04 (2014)·Pages 545–549·Published 20 October 2014·DOI10.4236/apm.2014.410063
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Abstract
Let X be a Markov process, which is assumed to be associated with a (non-symmetric) Dirichlet form (E,D(E)) on L<sup>2</sup> (E;m). For , the extended Dirichlet space, we give necessary and sufficient conditions for a multiplicative functional to be a positive local martingale.
KeywordsMarkov ProcessDirichlet FormMultiplicative FunctionalPositive Local Martingale
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