Wat is Stratonovich integral?

The Stratonovich integral $\int_0^T X_t\circ dW_t$ is the limit of the sums $\sum_k\tfrac12(X_{t_k} + X_{t_{k+1}})\Delta_k$. For a continuous semimartingale $X$ it equals $\int_0^T X_t\,dW_t + \tfrac12[X, W]_T$.