# The It{\^o}-Tanaka Trick: a non-semimartingale approach

## TL;DR

This paper introduces a novel Itô-Tanaka-Wentzell trick applicable to non-semimartingale processes and demonstrates its use in analyzing fractional SDEs with irregular drift, expanding stochastic calculus tools.

## Contribution

It extends the Itô-Tanaka-Wentzell trick to non-semimartingale settings and applies it to fractional SDEs with irregular drift coefficients.

## Key findings

- Developed a new non-semimartingale Itô-Tanaka-Wentzell framework
- Applied the method to fractional SDEs with irregular drift
- Provided insights into stochastic calculus beyond classical semimartingale theory

## Abstract

In this paper we provide an It{\^o}-Tanaka-Wentzell trick in a non semimartingale context. We apply this result to the study of a fractional SDE with irregular drift coefficient.