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Itô--Föllmer Calculus in Banach Spaces I: The Itô Formula

Published 16 Apr 2021 in math.PR | (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.

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Authors (1)

  1. Yuki Hirai 

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