On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals

Let W(t) be a G-valued Brownian motion with covariance operator . Stochastic integrals [integral operator]t0[xi](s) dW(s) are defined for non-anticipating H-valued processes. A version of Itô's formula for functions of stochastic processes defined in terms of stochastic integrals [integral operator]t0[xi](s) dW(s) is studied.