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

Urusov, Mikhail; and Zervos, MihailORCID logo (2017) Necessary and sufficient conditions for the r-excessive local martingales to be martingales. Electronic Communications in Probability, 22 (10). pp. 1-6. ISSN 1083-589X
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Item Type Article
Keywords one-dimensional strong Markov processes,r-excessive functions,local martingales
Departments Mathematics
DOI 10.1214/17-ECP42
Date Deposited 18 Jan 2017 16:37
URI https://researchonline.lse.ac.uk/id/eprint/68906

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