An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
We derive an Ito-type change-of-variables formula for Volterra Gaussian processes (including fractional Brownian motion with any Hurst parameter), based on the operator factorization framework. The Ito correction is expressed as a Stieltjes integral against the energy function Gamma^X(t) := ||Pi DX_t||_H^2, which equals E[X_t^2] for...