It{ô}-Dupire's formula for C^{0,1}-functionals of c{à}dl{à}g weak Dirichlet processes

Bruno Bouchard, Maximilien Vallet

We extend to c{à}dl{à}g weak Dirichlet processes the C^{0,1}-functional It{ô}-Dupire's formula of Bouchard, Loeper and Tan (2021). In particular, we provide sufficient conditions u…