# stochastic integrals w.r.t. stable processes: integration by parts

For the stochastic integrals w.r.t. stable processes of a determinated (non-random) function, does there exist a corresponding integration by parts formula?

Thank you very much!

Ps. It is my first time to post a question on the web. Very Sorry!

• Define your terms: which "stochastic integrals", "determined function"? – T. Amdeberhan Oct 17 '16 at 17:18

$$\int_0^t f_s \, dB_s = f_t B_t - \int_0^t B_s \, df_s$$
where $f_s$ is a (deterministic) continuous function on $[0,t]$. The notes are from the business school and so the details are skipped.
As long as $f(s)$ is deterministic we have some back-of the envelope computations:
Itô's formula is not goint to tell us anything new. It tells us very familiar things such as: $$\int_o^t s \, dB_t = t\, B_t - \int_0^t B_s \, ds$$ More in Øksendal's book.