Hi I'm looking for an Ito-type lemma for rough paths but am having difficulty finding something. Could someone kindly point me in the right direction?



Reference: Ito lemma for rough paths
In addition to what Nate Eldredge mentioned, here is a recent paper that you might like to consider.


Keller, Christian; Zhang, Jianfeng *Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients*. Stochastic Process. Appl. 126 (2016), no. 3, 735–766. 


[This copy](https://arxiv.org/abs/1412.7464) is publicly available at the arXiv.


