{
  "id": "2104.08138",
  "version": "v1",
  "published": "2021-04-16T14:37:00.000Z",
  "updated": "2021-04-16T14:37:00.000Z",
  "title": "It{ô}-F{ö}llmer Calculus in Banach Spaces I: The It{ô} Formula",
  "authors": [
    "Yuki Hirai"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove F{\\\"o}llmer's pathwise It{\\^o} formula for a Banach space-valued {\\cadlag} path. We also relax the assumption on the sequence of partitions along which we treat the quadratic variation of a path.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2021-04-16T14:37:00.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H99",
      "60H05"
    ],
    "keywords": [
      "banach spaces",
      "llmer calculus",
      "quadratic variation",
      "assumption"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}