Explicit stochastic integral representations for historical functionals

DOI10.1214/aop/1176987803zbMath0852.60062OpenAlexW2072525614MaRDI QIDQ1917202

Steven N. Evans, Edwin A. Perkins

Publication date: 2 December 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176987803

zbMATH Keywords

superprocessmartingale measurestochastic integralWiener chaoshistorical processpredictable representationClark's formula

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Spatial epidemics: Critical behavior in one dimension ⋮ Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3 ⋮ A functional Itō-formula for Dawson-Watanabe superprocesses ⋮ Nonlinear superprocesses ⋮ The weak functional representation of historical martingales

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