A new strategy using controlled-path Taylor expansions yields the planar change-of-variable formula for paths with γ1 > 1/3 and γ2 > 1/2 as an explicit Riemann-sum limit, minimizing required iterated integrals.
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On It\^o-Stratonovich formula for rough sheets
A new strategy using controlled-path Taylor expansions yields the planar change-of-variable formula for paths with γ1 > 1/3 and γ2 > 1/2 as an explicit Riemann-sum limit, minimizing required iterated integrals.