Abstract

We consider the forward integral with respect to fractional Brownian motion B(H)(t) and relate this to the Wick–Itô–Skorohod integral by using the M-operator introduced by Ref. 10 and the Malliavin derivative [Formula: see text]. Using this connection we obtain a general Itô formula for the Wick–Itô–Skorohod integralswith respect to B(H)(t), valid for [Formula: see text].

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