It\o--F\"ollmer Calculus in Banach Spaces II: Transformations of Quadratic Variations
Abstract
In this paper, we study properties of quadratic variations of c\`adl\`ag paths within the framework of the It\o--F\"ollmer calculus in Banach spaces. We prove a C1-type transformation formula for quadratic variations. We also investigate relations between tensor and scalar quadratic variations.
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