Ito's formula

I have got two kinds of Ito's formula. One is the time-independent version of semimartingales and the other is the time-dependent version of Ito processes. Both of two sorts are recognized as analogues to second order Taylor expansion with integrals in calculus. However, it is very interesting only to subordinate any polynomial to the function. Because I have many martingales with stochastic integrals.