[944] Doubts Itô Formula

[Lucas Duarte Bahia]

In the notes we have:

[image: Inline image 2]

Is C1,2 a necessary and sufficient condition, or just a sufficient
condition?

What I mean is if f is not C1,2 is there any case where I can still apply
Itô?

Thanks,
*Lucas Duarte Bahia*
MS. Computational Finance Student
Carnegie Mellon University
Telephone: (412) 378-1892
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.andrew.cmu.edu/pipermail/mscf-944/attachments/20171115/9e654de0/attachment-0001.html>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: image.png
Type: image/png
Size: 21754 bytes
Desc: not available
URL: <http://lists.andrew.cmu.edu/pipermail/mscf-944/attachments/20171115/9e654de0/attachment-0001.png>