J. Amendinger, P. Imkeller, and M. Schweizer, Additional logarithmic utility of an insider. Stochastic Process, Appl, vol.75, issue.2, pp.263-286, 1998.

S. Ankirchner and P. Imkeller, Finite utility on financial markets with asymmetric information and structure properties of the price dynamics???, Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol.41, issue.3, pp.479-503, 2005.
DOI : 10.1016/j.anihpb.2004.03.008

F. Biagini and B. Øksendal, A General Stochastic Calculus Approach to Insider Trading, Applied Mathematics and Optimization, vol.52, issue.2, pp.167-181, 2005.
DOI : 10.1007/s00245-005-0825-2

T. Björk, Interest rate theory, In Financial mathematics Lecture Notes in Math, vol.5, issue.No.1, pp.53-122, 1996.
DOI : 10.1016/0304-405X(77)90016-2

P. Cheridito, Arbitrage in fractional Brownian motion models, Finance and Stochastics, vol.7, issue.4, pp.533-553, 2003.
DOI : 10.1007/s007800300101

R. Coviello and F. Russo, Non-semimartingales: stochastic differential equations and weak Dirichlet processes, 2005.
DOI : 10.1214/009117906000000566

URL : https://hal.archives-ouvertes.fr/hal-00020068

F. Delbaen and W. Schachermayer, A general version of the fundamental theorem of asset pricing, Mathematische Annalen, vol.286, issue.1, pp.463-520, 1994.
DOI : 10.1007/BF01450498

F. Delbaen and W. Schachermayer, The Existence of Absolutely Continuous Local Martingale Measures, The Annals of Applied Probability, vol.5, issue.4, pp.926-945, 1995.
DOI : 10.1214/aoap/1177004600

M. Errami and F. Russo, n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. Stochastic Process, Appl, vol.104, issue.2, 2003.

F. Flandoli and F. Russo, Generalized Integration and Stochastic ODEs, The Annals of Probability, vol.30, issue.1, pp.270-292, 2002.
DOI : 10.1214/aop/1020107768

H. Föllmer, Calcul d'ito sans probabilites, Seminar on Probability, pp.143-150, 1979.
DOI : 10.1007/BFb0088364

H. Föllmer, P. Protter, and A. N. Shiryayev, Quadratic Covariation and an Extension of Ito's Formula, Bernoulli, vol.1, issue.1/2, pp.149-169, 1995.
DOI : 10.2307/3318684

H. Föllmer, C. Wu, and M. Yor, On weak Brownian motions of arbitrary order, Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol.36, issue.4, pp.447-487, 2000.
DOI : 10.1016/S0246-0203(00)00133-3

A. Grorud and M. Pontier, Comment d??tecter le d??lit d'initi??s?, Comptes Rendus de l'Acad??mie des Sciences - Series I - Mathematics, vol.324, issue.10, pp.1137-1142, 1997.
DOI : 10.1016/S0764-4442(97)87901-3

P. Guasoni, NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND, Mathematical Finance, vol.5, issue.4, 2005.
DOI : 10.1007/s007800050049

J. Jacod, Grossissement initial, hypothese (H???) et theoreme de Girsanov, Grossissements de filtrations: exemples et applications, 1993.
DOI : 10.1007/BF00715187

J. Jean, Calcul stochastique etprobì emes de martingales, Lecture Notes in Mathematics, vol.714, 1979.

J. A. León, R. Navarro, and D. Nualart, An Anticipating Calculus Approach to the Utility Maximization of an Insider, Conference on Applications of Malliavin Calculus in Finance (Rocquencourt, pp.171-185, 2001.
DOI : 10.1111/1467-9965.00012

D. Nualart, The Malliavin calculus and related topics. Probability and its Applications, 1995.

D. Nualart and . Pardoux, Stochastic calculus with anticipating integrands. Probab. Theory Related Fields, pp.535-581, 1988.
DOI : 10.1007/bf00353876

I. Pikovsky and I. Karatzas, Anticipative portfolio optimization, Advances in Applied Probability, vol.2, issue.04, pp.1095-1122, 1996.
DOI : 10.1137/0329039

P. Protter, Stochastic integration and differential equations, Applications of Mathematics, vol.21, 1990.

D. Revuz and M. Yor, Continuous martingales and Brownian motion, 1994.

L. C. Rogers, Arbitrage with Fractional Brownian Motion, Mathematical Finance, vol.7, issue.1, pp.95-105, 1997.
DOI : 10.1111/1467-9965.00025

F. Russo and P. Vallois, Forward, backward and symmetric stochastic integration. Probab. Theory Related Fields, pp.403-421, 1993.
DOI : 10.1007/bf01195073

F. Russo and P. Vallois, The generalized covariation process and Itô formula. Stochastic Process, Appl, vol.59, issue.1, pp.81-104, 1995.

F. Russo and P. Vallois, Itô formula for C 1 -functions of semimartingales . Probab. Theory Related Fields, pp.27-41, 1996.

F. Russo and P. Vallois, Stochastic calculus with respect to continuous finite quadratic variation processes, Stochastics An International Journal of Probability and Stochastic Processes, vol.70, issue.1, pp.1-40, 2000.
DOI : 10.1080/17442500008834244

F. Russo and P. Vallois, Elements of Stochastic Calculus via Regularization, 2005.
DOI : 10.1007/978-3-540-71189-6_7

W. Schachermayer, Utility Maximisation in Incomplete Markets, Stochastic methods in finance, pp.255-293, 2004.
DOI : 10.1007/978-3-540-44644-6_5

M. Elias and . Stein, Singular integrals and differentiability properties of functions, Princeton Mathematical Series, issue.30, 1970.

J. H. Woerner, Estimation of integrated volatility in stochastic volatility models, Applied Stochastic Models in Business and Industry, vol.6, issue.1, pp.27-44, 2005.
DOI : 10.1002/asmb.548

M. Zähle, LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK???SCHOLES FORMULA, Stochastics and Dynamics, vol.02, issue.02, pp.265-280, 2002.
DOI : 10.1142/S0219493702000406