The Decomposition of Wiener Space and Anticipating Stochastic Calculus

Above all, we construct the standard decoposition of Wiener space. By this means, we show that a stichatic calculus with anticipating integrands is Skorohocl integral if and only if one approximation of its certain form has a limit. We disclose a useful property of the adaptibility of non-definite Skorohod integral. In the end, we study Stochastic Derivative which gives a new approach to prove the gerneralized Ito’s Formula.