Hypothesis testing and Skorokhod stochastic integration

We dene a class of anticipating ows on Poisson space and compute its Radon-Nikodym derivative. This result is applied to statistical testing in an anticipating queuing problem. Key words: Hypothesis testing, Queuing theory, Skorokhod integral, Point processes. Mathematics Subject Classication (1991): 60K25, 62F03, 60H07, 60J75. 1 Introduction In the It^o construction of stochastic integration, adaptedness conditions are imposed on the integrand. In the anticipative case there exists several extensions of the stochastic integral. Among these extensions the ones that seems to be the most closely related to concrete situations are the pathwise Stratonovich and forward integral, cf. e.g. [17] and the references therein. However these integrals do not retain certain natural properties of the It^o integral, for example they do not have expectation zero in the anticipative case. On the other hand, the Skorokhod integral, cf. [18] is an extension of the stochastic integral that possesses..