  We consider anticipative Stratonovich stochastic differential equations
driven by some stochastic process lifted to a rough path. Neither adaptedness
of initial point and vector fields nor commuting conditions between vector
field is assumed. Under a simple condition on the stochastic process, we show
that the unique solution of the above SDE understood in the rough path sense is
actually a Stratonovich solution. We then show that this condition is satisfied
by the Brownian motion. As application, we obtain rather flexible results such
as support theorems, large deviation principles and Wong--Zakai approximations
for SDEs driven by Brownian motion along anticipating vectorfields. In
particular, this unifies many results on anticipative SDEs.
