Mandler, ChristianChristianMandler2023-02-092021-06-022023-02-092021http://nbn-resolving.de/urn:nbn:de:hebis:26-opus-160991https://jlupub.ub.uni-giessen.de/handle/jlupub/10463http://dx.doi.org/10.22029/jlupub-9847We derive the functional Ito-formula for Dawson-Watanabe superprocesses, a well-known class of measure-valued processes. In addition, we show that by extending the functional derivative used in the functional Ito-formula we obtain the integrand in the martingale representation formula for square-integrable F_t-martingales. In this case, F_t is the filtration generated by an underlying superprocess. This result is finally extended to square-integrable historical martingales, i.e. square-integrable H_t-martingales with H_t being the filtration generated by a historical Brownian motion.enIn Copyrightddc:510