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

We consider the decreasing and the increasing $r$-excessive functions ${\phi }_r$ 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 $\bigl( e^{-r (t \wedge T_\alpha)} \varphi_r (X_{t \wedge T_\alpha}) \bigr)$ $($resp., $\bigl( e^{-r (t \wedge T_\beta)} \psi_r (X_{t \wedge T_\beta}) \bigr) \bigr)$isastrictlocalmartingaleiftheboundarypoint$\alpha$(resp\mathrm{.},$\beta$) is inaccessible and entrance, and a martingale otherwise.