Necessary and sufficient conditions for the \(r\)-excessive local martingales to be martingales

DOI10.1214/17-ECP42zbMath1357.60045arXiv1612.08387OpenAlexW2564235764MaRDI QIDQ507787

Mihail Zervos, Mikhail A. Urusov

Publication date: 7 February 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.08387

zbMATH Keywords

local martingales\(r\)-excessive functionsstrong Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

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