Resumen de On Stratonovich and Skorohod stochastic calculus for Gaussian processes

Yaozhong Hu, Maria Jolis i Giménez , Samy Tindel

• In this article, we derive a Stratonovich and Skorohod-type change of variables formula for a multidimensional Gaussian process with low Hölder regularity γ (typically γ≤1/4). To this aim, we combine tools from rough paths theory and stochastic analysis.