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More precisely, let \\(B\\) be a fractional Brownian motion, that is, a centered Gaussian process with covariance function given by  \\[  \\mathbb{E}[B_s B_t] = \\frac{1}{2} \\Big( s^{2H} + t^{2H} - |t-s|^{2H} \\Big) \\quad \\text{for all \\(s,t \\geq 0\\),}  \\]  where \\(H \\in (0,1)\\) is the Hurst parameter. Furthermore, let \\(f : \\mathbb{R} \\to \\mathbb{R}\\) be a smooth function, and consider the Riemann sums constructed according to Simpson's rule with uniform partition:  \\[  S_n^S(t) := \\sum_{j=0}^{\\lfloor nt \\rfloor - 1} \\frac{1}{6} \\Big( f' \\Big( B_{\\frac{j}{n}} \\Big) + 4 f' \\Big( \\Big( B_{\\frac{j}{n}} + B_{\\frac{j+1}{n}} \\Big) / 2 \\Big) + f' \\Big( B_{\\frac{j+1}{n}} \\Big) \\Big) \\Big( B_{\\frac{j+1}{n}} - B_{\\frac{j}{n}} \\Big).  \\]  The authors show that for \\(H = 1/10\\) this sequence of sums converges weakly to a random variable. More precisely, conditioned on the path \\(\\{ B_s: s \\leq t \\}\\) one has  \\[  S_n^S(t) \\to f(B_t) - f(0) + \\frac{\\beta}{2880} \\int_0^t f^{(5)}(B_s)\\, \\mathrm{d}W_s \\quad \\text{weakly,}  \\]  where \\(W\\) is a standard Brownian motion, independent of \\(B\\), and \\(\\beta \\in \\mathbb{R}\\) is a constant, which is defined in the article. From this result, the authors derive the change-of-variable formula  \\[  f(B_t) = f(0) + \\int_0^t f'(B_s)\\, \\mathrm{d}^S B_s - \\frac{\\beta}{2880} \\int_0^t f^{(5)}(B_s)\\, \\mathrm{d}W_s \\quad \\text{in distribution},  \\]  where the stochastic integral with differential \\(\\text{d}^S B_s\\) is understood as limit of the Simpson rule sums.  The result of the authors contributes to a paper by \\textit{M. Gradinaru} et al. [Ann. Inst. Henri Poincar\u00e9, Probab. 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