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arXiv:2104.13653 [math.PR]AbstractReferencesReviewsResources

On the Martingale Representation with Respect to the super-Brownian Filtration

Christian Mandler, Ludger Overbeck

Published 2021-04-28Version 1

We derive the explicit form of the martingale representation for square-integrable processes that are martingales with respect to the natural filtration of the super-Brownian motion. This is done by using a weak extension of the Dupire derivative for functionals of superprocesses.

Categories: math.PR
Subjects: 60J68, 60G07, 60G57
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