The weak functional representation of historical martingales
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Publication:2090750
DOI10.1214/22-ECP492OpenAlexW4312631213MaRDI QIDQ2090750FDOQ2090750
Authors: Christian Mandler, L. Overbeck 
Publication date: 31 October 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/22-ecp492
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Cites Work
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- Change of variable formulas for non-anticipative functionals on path space
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- The compact support property for solutions to the heat equation with noise
- A simple proof of functional Itô's lemma for semimartingales with an application
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- Historical processes
- Measure-Valued Branching Diffusions with Singular Interactions
- On the martingale problem for interactive measure-valued branching diffusions
- Measure-valued branching diffusions with spatial interactions
- Explicit stochastic integral representations for historical functionals
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- A functional Itō-formula for Dawson-Watanabe superprocesses
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