On the predictable representation property for super-processes

Ludger Overbeck

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 108-116

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Overbeck, Ludger. "On the predictable representation property for super-processes." Séminaire de probabilités de Strasbourg 29 (1995): 108-116. <http://eudml.org/doc/113892>.

@article{Overbeck1995,
author = {Overbeck, Ludger},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {predictable representation; orthogonal martingale measures; superprocesses; absolute continuity},
language = {fre},
pages = {108-116},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the predictable representation property for super-processes},
url = {http://eudml.org/doc/113892},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Overbeck, Ludger
TI - On the predictable representation property for super-processes
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 108
EP - 116
LA - fre
KW - predictable representation; orthogonal martingale measures; superprocesses; absolute continuity
UR - http://eudml.org/doc/113892
ER -

References

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  2. [EP1] S.N. Evans, E.A. Perkins. Measure-valued branching diffusions with singular interactions. Canad. J. Math.46 (1), 120-168 (1994). Zbl0806.60039MR1260341
  3. [EP2] S.N. Evans, E.A. Perkins. Explicit stochastic integral representation for historical functionals. Preprint (1994). MR1379168
  4. [JS] J. Jacod, A.N. Shirayaev. Limit theorems for stochastic processes. Springer, Berlin (1987). Zbl0635.60021MR959133
  5. [JY] J. Jacod, M. Yor. Étude des solutions extrémales et représentation intégrale des solutions pour certains problàmes de martingales. Probab. Theory Relat. Fields38, 83- 125 (1977). Zbl0346.60032MR445604
  6. [P] E.A. Perkins. On the martingale problem for interactive measure-valued branching diffusions. To appear in Mem. Amer. Math. Soc. Zbl0823.60071MR1249422
  7. [Pr] P. Protter. Stochastic Integration and Differential Equation. Springer, Berlin (1990). Zbl0694.60047MR1037262
  8. [RW] L.C.G. Rogers, J.B. Walsh. Local time and stochastic area integrals. The Annals of Probability19, 457-482 (1991). Zbl0729.60073MR1106270
  9. [W] J.B. Walsh. An introduction to stochastic partial differential equation. In: P.L. Hennequin (ed.), Ecole d'Eté de Probabilité de Saint Flour XIV1984, L.N.M.1180, 265-439. Springer, Berlin (1986). Zbl0608.60060MR876085

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