A<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si2.svg"><mml:msup><mml:mrow><mml:mi>ℂ</mml:mi></mml:mrow><mml:mrow><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mn>1</mml:mn></mml:mrow></mml:msup></mml:math>-functional Itô’s formula and its applications in mathematical finance
Stochastic processes and their applications