  This article gives an account on various aspects of stochastic calculus in
the plane. Specifically, our aim is 3-fold: (i) Derive a pathwise change of
variable formula for a path indexed by a square, satisfying some H\"older
regularity conditions with a H\"older exponent greater than 1/3. (ii) Get some
Skorohod change of variable formulas for a large class of Gaussian processes
defined on the suqare. (iii) Compare the bidimensional integrals obtained with
those two methods, computing explicit correction terms whenever possible. As a
byproduct, we also give explicit forms of corrections in the respective change
of variable formulas.
