A functional Itō-formula for Dawson-Watanabe superprocesses
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Publication:2066966
DOI10.1016/j.spa.2021.11.003zbMath1480.60253arXiv2010.02274OpenAlexW3215828622MaRDI QIDQ2066966
Christian Mandler, Ludger Overbeck
Publication date: 17 January 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.02274
measure-valued diffusionpredictable representationDawson-Watanabe superprocessesDupire formulafunctional Itō-formulanon-anticipative path differentiation
General theory of stochastic processes (60G07) Stochastic integrals (60H05) Random measures (60G57) Superprocesses (60J68)
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