Itô--Föllmer Calculus in Banach Spaces I: The Itô Formula
Yuki Hirai
本文证明了取值于 Banach 空间的 càdlàg 路径的 Föllmer 逐路 Itô 公式，并放宽了处理路径二次变差时对分割序列的假设。
我们证明了取值于 Banach 空间的 càdlàg 路径的 Föllmer 逐路 Itô 公式。我们还放宽了处理路径二次变差时对分割序列的假设。
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.
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