2006): Wiener integrals, Malliavin calculus and covariance structure measure

We introduce the notion of covariance measure structure for square integrable stochas-tic processes. We dene Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only when necessary. Our main examples are nite quadratric variation processes with stationary increments and the bifractional Brownian motion. Key words and phrases: Square integrable processes, covariance measure structure, Malliavi