Itô's formula for C^1 functions of semimartingales

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Submitted on : Monday, April 7, 2014 - 2:26:46 PM
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Francesco Russo, Pierre Vallois. Itô's formula for C^1 functions of semimartingales. Probability Theory and Related Fields, Springer Verlag, 1996. ⟨hal-00974784⟩

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