I'm sorry for this kind of question. But I was wondering, where there is any useful formula for repeated Ito integration. Ito integration is defined for adapted processes, but Ito integral is itself adapted process. So We can define the Ito integral of Ito integral. So are there any analogs of Cauchy formulas for repeated itegration, for the stochastic integrals? Maybe any materials on this.
It will help greatly. Thank you.