{
  "id": "2105.08262",
  "version": "v2",
  "published": "2021-05-18T03:56:23.000Z",
  "updated": "2022-11-21T05:07:28.000Z",
  "title": "Itô--Föllmer Calculus in Banach Spaces II: Transformations of Quadratic Variations",
  "authors": [
    "Yuki Hirai"
  ],
  "comment": "34 pages. Revised version",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we study properties of quadratic variations of c\\`{a}dl\\`{a}g paths within the framework of the It\\^{o}--F\\\"{o}llmer calculus in Banach spaces. We prove a $C^1$-type transformation formula for quadratic variations. We also investigate relations between tensor and scalar quadratic variations.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2022-11-21T05:07:28.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H05",
      "60H99",
      "26A99",
      "28B99"
    ],
    "keywords": [
      "banach spaces",
      "itô-föllmer calculus",
      "type transformation formula",
      "scalar quadratic variations",
      "study properties"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 34,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}