{
  "id": "2104.13653",
  "version": "v1",
  "published": "2021-04-28T09:21:45.000Z",
  "updated": "2021-04-28T09:21:45.000Z",
  "title": "On the Martingale Representation with Respect to the super-Brownian Filtration",
  "authors": [
    "Christian Mandler",
    "Ludger Overbeck"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2021-04-28T09:21:45.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J68",
      "60G07",
      "60G57"
    ],
    "keywords": [
      "martingale representation",
      "super-brownian filtration",
      "explicit form",
      "natural filtration",
      "super-brownian motion"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}