Backward Itô–Ventzell and stochastic interpolation formulae

We present a novel backward Itô–Ventzell formula and an extension of the Alekseev–Gröbner interpolating to stochastic flows. also some natural spectral conditions that yield direct simple proofs time uniform estimates difference between two flows when their drift diffusion functions are not same, yielding what seems be first results this type for class anticipative models. illustrate impact these in context perturbation theory, comparisons solutions differential equations, interacting diffusions discrete approximations.