For non-anticipative functionals, differentiable in Chitashvili’s sense, the Itô formula for cadlag semimartingales is proved. Relations between different notions of functional derivatives are established.

中文翻译：

---

改变非预期泛函的变量公式

对于在 Chitashvili 的意义上可微的非预期泛函，证明了 cadlag semimartingales 的 Itô 公式。建立了函数导数的不同概念之间的关系。