Stochastic calculus with anticipating integrands (Q1093993)

We study the stochastic integral defined by \textit{A. V. Skorohod} in Teor. Veroyatn. Primen. 20, 223-238 (1975; Zbl 0333.60060) of a possibly anticipating integrand, as a function of its upper limit, and establish an extended Itô formula. We also introduce an extension of Stratonovich's integral, and establish the associated chain rule. In all the results, the adaptedness of the integrand is replaced by a certain smoothness requirement.