On an approach to the definition of a stochastic integral with respect to a Gaussian measure

We define a stochastic Riemann integral with respect to a Gaussian measure. The class of integrable functions is introduced in which there exists a solution of a stochastic Fredholm integral equation. It is shown by examples how to pass from the integral defined here to the Itô and Stratonovich integrals.Translated fromTeoriya Sluchaínykh Protsessov, Vol. 14, pp. 100–108, 1986.