Itô-Föllmer calculus in Banach spaces. I: The Itô formula. (English) Zbl 1540.60097
Summary: We prove Föllmer’s pathwise Itô formula for a Banach space-valued càdlàg path. We also relax the assumption on the sequence of partitions along which we treat the quadratic variation of a path.
MSC:
| 60H05 | Stochastic integrals |
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