<div dir="ltr">In the notes we have:<div><br></div><div><img src="cid:ii_15fc0805556d9449" alt="Inline image 2" width="494" height="126"></div><div><br></div><div>Is C1,2 a necessary and sufficient condition, or just a sufficient condition?</div><div><br></div><div>What I mean is if f is not C1,2 is there any case where I can still apply Itô?<br><div><br clear="all"><div><div class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><p style="font-size:12.8px">Thanks,</p><div style="font-size:12.8px"><b>Lucas Duarte Bahia</b></div><div style="font-size:12.8px">MS. Computational Finance Student</div><div style="font-size:12.8px">Carnegie Mellon University</div><div style="font-size:12.8px">Telephone: <a href="tel:(412)%20378-1892" value="+14123781892" style="color:rgb(17,85,204)" target="_blank">(412) 378-1892</a></div></div></div></div>
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