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

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 Added by Christian Mandler
 Publication date 2021
  fields
and research's language is English




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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.



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