2 papers
math.PR2021
On the Martingale Representation with Respect to the super-Brownian Filtration
Christian Mandler, Ludger Overbeck
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 motio…
math.PR2020
A Functional Ito-Formula for Dawson-Watanabe Superprocesses
Christian Mandler, Ludger Overbeck
We derive an Ito-formula for the Dawson-Watanabe superprocess, a well-known class of measure-valued processes, extending the classical Ito-formula with respect to two aspects. Firs…