“…It thus remains to prove (84). To do so, we make use of the mild Itô formula in [15]. For this let Fs,t : V × V × V → V, (s, t) ∈ ∠, be the functions which satisfy for all (s, t) ∈ ∠, u, v, w ∈ V that Fs,t (u, v, w) = ψ 1,0 e (t−s)A u, e (t−s)A v − ψ 1,0 e (t−s)A u, e (t−s)A u e (t−s)A F (w) + ψ 0,1 e (t−s)A u, e (t−s)A v e (t−⌊s⌋ h )A F (w) − ψ 0,1 e (t−s)A u, e (t−s)A u e (t−s)A F (w) (87) and let Bs,t : V ×V ×V → V, (s, t) ∈ ∠, be the functions which satisfy for all (s, t) ∈ ∠, u, v, w ∈ V that Bs,t (u, v, w)…”