. Alos , O. Mazet, D. Nualart
\bibitem{alos}Alos, E., Mazet, O., E., Nualart, D. (2001) Stochastic
Calculus with respect to Gaussian processes, Ann. probab., to appear.

\bibitem {du} Decreusefond L., Ustunel, A.S. (1998) Stochastic Analysis
of the fractional Brownian motion. potential Analysis, 10, 177-214.

\bibitem{dudley}  Dudley, R., Norvaisa, R. (1998) An iontroduction to
$P-$ variation and Young integrals, Tech. rep. 1., Maphysto, Center for Mathematical Physics and Stochastics, University of Aarhus, Ny
Munkegade, DK-8000 Aarhus C, Denmark, dec 1998, concentrated advanced
course.

\bibitem{follmer}
H. \"ollmer, Calculd'It\^o sans probabilit\'e. S\'eminaire de
probabilit\'es. Lecture Notes in Math. (1980) 143-150.

\bibitem{lyons} T. Lyons, Differential equations driven by rough signals
I. An extension of an inequality of L. C. Young, Math. Res. Lett. 1994,
4, pp 451-464.

\bibitem{lyons2}  T. Lyons, Differential equations driven by rough
signals, Rev. Math. Iberoamericana., Vol 14 (2), (1998), pp 215-310.

\bibitem{privault} N. Privault Skorokhod stochastic integration with
respect to non-adapted processes on Wiener space, Stochastics
Stochastics Rep., 65 (1998), pp. 13-39.

\bibitem{russo} F. russo and P. vallois, Forward, backward and symmetric
stochastic integration, probab. Theory Related fields, 97 (1993), pp.
403-421.

Ph. Carmona L. Coutin Integrales stochastiques pour le mouvement
brownien fractionnaire.
Annale de l'IHP serie B 2003

--
Laure COUTIN
Laboratoire de Statistique et de Probabilites,
UMR C5583 -- Universite Paul Sabatier,
118 route de Narbonne,
F-31062 TOULOUSE Cedex 04.
Tel +33 05 61 55 76 86
Fax +33 05 61 55 60 89
coutin@cict.fr
http://www-sv.cict.fr/lsp/Coutin/