Pathwise stochastic integrals and Itô formula for multidimensional Gaussian processes

Abstract

In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that are of locally bounded variation with respect to all variables. Moreover, multidimensional Itô formula is derived.

This paper has been withdrawn by the author due to a false argument in the proof of Theorem 3.1