A note on Itô formula for fractional Brownian sheet with Hurst parameters H1,H2∈(0,1)

By using the white noise theory for fractional Brownian sheet, we give a new proof of the Itô formula for fractional Brownian sheet with arbitrary Hurst parameters H1,H2∈(0,1). Our proof is based on the repeated application of the Itô formulas for one-parameter Gaussian process.