  We derive an Ito-formula for the Dawson-Watanabe superprocess, a well-known
class of measure-valued processes, extending the classical Ito-formula with
respect to two aspects. Firstly, we extend the state-space of the underlying
process $(X(t))_{t\in [0,T]}$ to an infinite-dimensional one - the space of
finite measure. Secondly, we extend the formula to functions $F(t,X_t)$
depending on the entire paths $X_t=(X(s\wedge t))_{s \in [0,T]}$ up to times
$t$. This later extension is usually called functional Ito-formula. Finally we
remark on the application to predictable representation for martingales
associated with superprocesses.
