  We present a novel backward It{\^o}-Ventzell formula and an extension of the
Aleeksev-Gr\"obner interpolating formula to stochastic flows. We also present
some natural spectral conditions that yield direct and simple proofs of time
uniform estimates of the difference between the two stochastic flows when their
drift and diffusion functions are not the same, yielding what seems to be the
first results of this type for this class of anticipative models. We illustrate
the impact of these results in the context of diffusion perturbation theory,
interacting diffusions and discrete time approximations
