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

arXiv2104.13653MaRDI QIDQ6366337FDOQ6366337

Publication date: 28 April 2021

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.

Mathematics Subject Classification ID

Random measures (60G57) General theory of stochastic processes (60G07) Superprocesses (60J68)

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