Is there an extension of Ito's Lemma where $X\_t$ is a semi-martingale and $f:\mathbb{R}^d \rightarrow \mathbb{R}$ is a function which is not smooth?


I've been looking but have not found much, any reference is appraciated. 



Non-smooth Ito lemma for semi-martingales
There are versions available for convex $f$ and for $f\in H^1$. Some places to start are  [On semimartingale decompositions of convex functions of semimartingales](http://projecteuclid.org/euclid.ijm/1255987418) (Carlen and Protter) and  [On Itô s formula for multidimensional Brownian motion](http://link.springer.com/article/10.1007%2FPL00008719)  (Follmer and Protter).


