 Stratonovich chain rule

For a continuous semimartingale $X$ and a sufficiently smooth $f$, the Stratonovich integral obeys $f(X_t)-f(X_0)={\int }_0^t{f}^{\prime }(X_s)\circ d{X}_s$. In general $f^{\prime }(X)$ is a semimartingale, so the definition must allow this larger class of integrands.