Riemann-Skorohod and Stratonovich integrals for Gaussian processes

In this paper we consider Skorohod and Stratonovich-type integrals in a general setting of Gaussian processes. We show that a conversion formula holds when the covariance functions of the Gaussian process are of finite $\rho$-variation for $\rho \ge 1$ and that the diagonals of covariance functions are of finite ${\rho }^{\mathrm{\prime }}$-variation for ${\rho }^{\mathrm{\prime }}\ge 1$ such that $\frac{1}{{\rho }^{\mathrm{\prime }}}+\frac{1}{2\rho }>1$. The difference between the two types of integrals is identified with a Young integral. We also show that the Skorohod integral is the limit of a $[\rho ]$-th order Skorohod-Riemann sum.