Stochastic integration for a wide class of Gaussian stationary increment   processes using an extension of the S-transform
  Given a Gaussian stationary increment processes with spectral density, we show that a Wick-Ito integral with respect to this process can be naturally obtained using Hida's white noise space theory. We use the Bochner-Minlos theorem to associate a probability space to the process, and define the counterpart of the S-transform in this space. We then use this transform to define the stochastic integral and prove an associated Ito formula. 
Daniel Alpay and Alon Kipnis
math.PR