Let W(t, ω) be a standard Wiener process, W t ≡ W(t) ≡ W(t, ∙). A function φ(t, ω) is called nonanticipating iff for all t ^ 0, φ(t, ∙) is measurable with respect to {W s : 0 % s % t}. The Itô stochastic integral $$f(\omega )\, \equiv \,\int {_0^1 \varphi (t,\,\omega )d_t \,W(t,\,\omega )}$$ is defined for any jointly measurable, nonanticipating φ such that for almost all $$\Omega, \int_0^1 \Phi^2(t, \Omega)dt < \infty$$ (Gikhman and skorokhod (1968), Chapter 1, Section 2). It is known that it is defined for any jointly measurable, nonanticipating φ such that for almost all $$E \int_0^1 \Phi^2(t, \Phi) dt < \infty, {\rm then} Ef = 0 {\rm and} Ef^2 < \infty.$$ . Representation of an arbitrary measurable f as a stochastic integral was stated, but later retracted, by J.M.C. Clark (1970, 1971).