In this article, we derive a Stratonovich and Skorohod-type change of variables formula for a multidimensional Gaussian process with low Hölder regularity $\gamma$ (typically $\gamma \le1/4$). To this aim, we combine tools from rough paths theory and stochastic analysis.
"On Stratonovich and Skorohod stochastic calculus for Gaussian processes." Ann. Probab. 41 (3A) 1656 - 1693, May 2013. https://doi.org/10.1214/12-AOP751