I've been reading into functional Ito calculus and everything I've come across deals with processes generated by finite dimensional semimartingales. In Dupire's 2009 landmark paper he speaks about possible future extension to the infinite dimensional case.
My question is is there and where can I find a text dealing with a functional Ito calculus based on processes generated by infinite dimensional semimartingales?
Any references are very much appreciated, thanks.
