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On the Martingale Representation with Respect to the super-Brownian Filtration
Published 28 Apr 2021 in math.PR | (2104.13653v1)
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.
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