Formules de changement de variables (Q793440)

The main result of this paper is concerned with Itô's formula for \({\mathbb{R}}^ d\)-valued semi-martingales and convex functions which was established independently by Laurent Schwartz and the author [cf. the author, C. R. Acad. Sci., Paris, Sér. I 292, 87-90 (1981; Zbl 0458.60072)]. It is shown here that with any Borelian section of the sub- derivative of a convex function, such a formula is valid for all semi- martingales. Other extensions of change of variables formulae are given.