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Chen, C.-Z., Ma, Z.-M. and Sun, W. (2007) On Girsanov and Generalized Feynman-Kac Transformations for Symmetric Markov Process. World Scientific, 10, 141-163.

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• 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.