It\^{o}--F\"{o}llmer Calculus in Banach Space II: Transformations of Quadratic Variations.
2021
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 generalized $C^1$-transformation formula for quadratic variations. We also investigate relations between tensor and scalar quadratic variations.
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