Itô Formula for Processes Taking Values in Intersection of Finitely Many Banach Spaces

István Gyöngy, David Šiška

Motivated by applications to SPDEs we extend the Itô formula for the square of the norm of a semimartingale $y(t)$ from Gyöngy and Krylov (Stochastics 6(3):153-173, 1982) to the ca…