  The article is devoted to the integration order replacement technique for
iterated Ito stochastic integrals and iterated stochastic integrals with
respect to martingales. We consider the class of iterated Ito stochastic
integrals, for which with probability 1 the formulas of integration order
replacement corresponding to the rules of classical integral calculus are
reasonable. The theorems on integration order replacement for the class of
iterated Ito stochastic integrals is proven. Many examples of this theorems
usage have been considered. These results are generalized for the class of
iterated stochastic integrals with respect to martingales.
