Itô--Föllmer Calculus in Banach Spaces I: The Itô Formula (2104.08138v4)

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.