Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Functional Meyer-Tanaka Formula   The functional Ito formula, firstly introduced by Bruno Dupire for continuous
semimartingales, might be extended in two directions: different dynamics for
the underlying process and/or weaker assumptions on the regularity of the
functional. In this paper, we pursue the former type by proving the functional
version of the Meyer-Tanaka Formula. Following the idea of the proof of the
classical time-dependent Meyer-Tanaka formula, we study the mollification of
functionals and its convergence properties. As an example, we study the running
maximum and the max-martingales of Yor and Obloj.

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The categories of this paper are: gr-qc
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The categories of this paper are: eess
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The categories of this paper are: econ
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The categories of this paper are: ao-sci
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The categories of this paper are: math-ph
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The categories of this paper are: plasm-ph
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The categories of this paper are: cmp-lg
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The categories of this paper are: alg-geom
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The categories of this paper are: q-alg
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The categories of this paper are: adap-org
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The categories of this paper are: physics
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The categories of this paper are: hep-ph
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The categories of this paper are: quant-ph
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The categories of this paper are: cs
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The categories of this paper are: hep-th
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The categories of this paper are: nucl-th