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Chen, C.-Z. and Sun, W. (2009) Girsanov Transformations for Non-symmetric Diffusions. Canadian Journal of Mathematics, 61, 534-547. http://dx.doi.org/10.4153/CJM-2009-028-7

has been cited by the following article:

• 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.