Quadratic variation of functionals of two-parameter Wiener process

The quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s, t)) is investigated, where W(s, t) is the standard two-parameter Wiener process and f is a function on the reals. The existence of the quadratic variation is obtained under the condition that f' is locally absolutely continuous and fN is locally square integrable.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/21632/1/0000013.pd