Does anybody know a translation of [Föllmer: Calcul d'Ito sans probabilités](http://archive.numdam.org/ARCHIVE/SPS/SPS_1981__15_/SPS_1981__15__143_0/SPS_1981__15__143_0.pdf) in English or German?


It seems to be a very interesting text - Abstract: "It is shown that if a deterministic continuous curve has a 'quadratic variation' in a suitable sense (which however depends explicitly on a nested sequence of time subdivisions, for example the standard dyadic one), then it satisfies a deterministic 'Ito formula' when composed with a twice differentiable function. Thus the only place where probability really appears in the derivation of Ito's formula is in the fact that, given any sequence of subdivisions, almost every path of a semimartingale admits a quadratic variation relative to this sequence (though no path may exist which has a quadratic variation relative to all sequences)"


See also: [Convergence and non-convergence of left-point and mid-point Riemann sums](https://mathoverflow.net/questions/16664/convergence-and-non-convergence-of-left-point-and-mid-point-riemann-sums) and first answer.


Other references along the same lines would also be appreciated - Thank you!



Föllmer: "Calcul d'Ito sans probabilités" in English or German?
Föllmer's approach was mainly adopted by specialists in Mathematical Finance. 


Have a look at [*Introduction to Stochastic Calculus for Finance*](http://books.google.co.uk/books?id=KKLa1j-diXwC&printsec=frontcover&dq=Introduction+to+Stochastic+Calculus+for+Finance%3A+A+New+Didactic+Approach&source=bl&ots=-L3eKT8OjQ&sig=3Md3B6gg4LLy2Uzzzy8fs37Rwqo&hl=en&ei=4HT5S6P-OI6Q4gbxh9AI&sa=X&oi=book_result&ct=result&resnum=5&ved=0CC8Q6AEwBA#v=onepage&q&f=false) by D. Sondermann. This is an intro lecture course based on the work of Föllmer. And the book contains an English translation 
of the original article by Föllmer in the Appendix.


