Abstract
We extend some results about Follmer's pathwise Ito calculus that have only been derived for continuous paths to cadlag paths with quadratic variation. We study some fundamental properties of pathwise Ito integrals with respect to cadlag integrators, especially associativity and the integration by parts formula. Moreover, we study integral equations with respect to pathwise Ito integrals. We prove that some classes of integral equations, which can be explicitly solved in the usual stochastic calculus, can also be solved within the framework of Follmer's calculus.
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