We prove the previsible representation property for the filtration of the Brownian snake and give a representation of the martingales in the filtration associated to the historical Brownian motion. We deduce a representation of the martingale measure of the historical Brownian motion. Key words: Super-Brownian motion, Brownian snake, Previsible representation property, Martingale measure
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© 2007 Springer-VerlagBerlinHeidelberg
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Serlet, L. (2007). Representation of the Martingales for the Brownian Snake. In: Donati-Martin, C., Émery, M., Rouault, A., Stricker, C. (eds) Séminaire de Probabilités XL. Lecture Notes in Mathematics, vol 1899. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71189-6_18
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DOI: https://doi.org/10.1007/978-3-540-71189-6_18
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-71188-9
Online ISBN: 978-3-540-71189-6
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