# On Change of Variable Formulas for non-anticipative functionals

## TL;DR

This paper proves an Itô formula for non-anticipative functionals differentiable in Chitashvili's sense and explores relationships between various functional derivatives.

## Contribution

It introduces a new Itô formula for a class of non-anticipative functionals and clarifies the connections between different derivative concepts.

## Key findings

- Established an Itô formula for Chitashvili-differentiable functionals.
- Analyzed relations between different notions of functional derivatives.
- Extended the theoretical framework for non-anticipative functionals.

## Abstract

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