STOCHASTIC INTEGRALS FOR GAUSSIAN RANDOM FUNCTIONS.

A construction of stochastic integrals integral // left bracket //0//,//1// right bracket f dX is given where f and X are random processes. Conditions of martingale type for X and nonanticipating of f with respect to X are not assumed. It is assumed that f, X are Gaussian processes; all other conditions are expressed in terms of the covariance functions of f and X.