natural extension of the classical notion of semimartingale. The framework is the stochastic calculus via regularization in …

The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami …

>-semimartingale, which is a natural extension of the classical notion of semimartingale. The framework is the stochastic calculus via … regularization in Banach spaces. Two main applications are mentioned: one related to Clark–Ocone formula for finite quadratic …