The weak functional representation of historical martingales

DOI10.1214/22-ECP492OpenAlexW4312631213MaRDI QIDQ2090750

Christian Mandler, Ludger Overbeck

Publication date: 31 October 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/22-ecp492

zbMATH Keywords

martingale representationsuperprocesseshistorical Brownian motion

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57) Superprocesses (60J68)

Cites Work

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• A simple proof of functional Itô's lemma for semimartingales with an application
• Historical processes
• Measure-Valued Branching Diffusions with Singular Interactions
• On the martingale problem for interactive measure-valued branching diffusions

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