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arXiv · 2104.08138

It\^{o}--F\"{o}llmer Calculus in Banach Spaces I: The It\^{o} Formula

Yuki Hirai
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Abstract

We prove F\"{o}llmer's pathwise It\^{o} formula for a Banach space-valued c\`{a}dl\`{a}g path. We also relax the assumption on the sequence of partitions along which we treat the quadratic variation of a path.

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Yuki Hirai. 2021-04-16. It\^{o}--F\"{o}llmer Calculus in Banach Spaces I: The It\^{o} Formula. https://arxiv.org/abs/2104.08138

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