On the Martingale Representation with Respect to the super-Brownian Filtration
Probability
2021-04-29 v1
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.
Keywords
Cite
@article{arxiv.2104.13653,
title = {On the Martingale Representation with Respect to the super-Brownian Filtration},
author = {Christian Mandler and Ludger Overbeck},
journal= {arXiv preprint arXiv:2104.13653},
year = {2021}
}