Geodesic
A~stochastic integral for a~Gaussian process
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 370-372

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A stochastic integral of the form $$ \int_0^Tf(y(\tau))\,dx(\tau) $$ where $x(\tau)$, $y(\tau)$ are Gaussian processes, is defined, its existence for a class of functions $f$ being proved. 
@article{TVP_1969_14_2_a20,
     author = {E. A. Begovatov},
     title = {A~stochastic integral for {a~Gaussian} process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {370--372},
     publisher = {mathdoc},
     volume = {14},
     number = {2},
     year = {1969},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a20/}
}
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E. A. Begovatov. A~stochastic integral for a~Gaussian process. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 370-372. http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a20/