Let (Mt1)t≥0,…,(Mtm)t≥0 be continuous local martingales. Let (Vt1)t≥0,…,(Vtn)t≥0 be continuous adapted processes of Variation, let Zt=(Mt1,…,Mtm,Vt1,…,Vtn)∀t≥0Let f:Rm×Rn→R be C0 s.t. ∂xi∂f,∂xixj∂2f,1≤i,≤m, ∂yk∂f,1≤k≤n exist and are C0. Then, a.s. ∀t≥0 f(Zt)−f(Z0)=i=1∑m∫1[0,t]∂xi∂f(Z)dMi+k=1∑n[0,t]∫∂yk∂f(Zs)dVs+21i=1∑mj=1∑m[0,t]∫∂xixj∂2f(Zs)d[Mi,Mj]s