| Abstract: | In this paper we study a generalized multiple stochastic integral for non-adapted integrands following Skorohod's approach. The main properties of this integral are derived. In particular, we prove a Fubini type result and discuss the relation of this multiple integral to the Malliavin calculus. It turns out that this integral includes other kinds of multiple stochastic integrals like those of Hajek and Wong. Finally, we apply these results to the representation of functionals of the multiparameter Wiener process, obtaining explicit formulas for the kernels of the representation in terms of conditional expectations of Malliavin derivatives |
