Clark-Ocone type formula for non-semimartingales with finite quadratic variation (Q627755)

The notions of stochastic integral and quadratic variation were studied for finite-dimensional processes by Russo-Vallois by means of a regularization technique. Here, the concept of finite quadratic variation is extended to Banach-valued processes, and an Itô formula is given. The particular case of window processes is considered; in this case, the process under study is \(X_t(.)\) where \(X_t(u)=X_{t+u}\), \(-\tau\leq u\leq0\), for some real process \(X\) and some \(\tau>0\); a Clark-Ocone formula is given in this framework.