Necessary and sufficient conditions for the $r$-excessive local   martingales to be martingales
  We consider the decreasing and the increasing $r$-excessive functions $\varphi_r$ and $\psi_r$ that are associated with a one-dimensional conservative regular continuous strong Markov process $X$ with values in an interval with endpoints $\alpha < \beta$. We prove that the $r$-excessive local martingale $\bigl( e^{-r (t \wedge T_\alpha)} \varphi_r (X_{t \wedge T_\alpha}) \bigr)$ $\bigl($resp., $\bigl( e^{-r (t \wedge T_\beta)} \psi_r (X_{t \wedge T_\beta}) \bigr) \bigr)$ is a strict local martingale if the boundary point $\alpha$ (resp., $\beta$) is inaccessible and entrance, and a martingale otherwise. 
Mikhail Urusov and Mihail Zervos
math.PR