In a 2006 article [Stochastic Anal. Appl. 24, No. 2, 367–380 (2006; Zbl 1100.60027)], H. Allouba presented his quadratic covariation differentiation theory for Itô’s integral calculus. In it, he defined the derivative of a semimartingale with respect to a Brownian motion as the time derivative of their quadratic covariation and a generalization thereof. He then obtained a systematic pathwise stochastic differentiation theory that comes complete with a fundamental theorem of stochastic calculus relating this derivative to Itô’s integral, a differential stochastic chain rule, a differential stochastic mean value theorem, and other differentiation rules. In this current article, the authors use Allouba’s differentiation theory to obtain variants of the Clark-Ocone and Stroock representation formulas, with and without change of measure. They prove their variants of the Clark-Ocone formula under \(L^2\)-type conditions on the random variable but with no \(L^p\) conditions on the derivative. Iterating the variants of the Clark-Ocone formula, the authors obtain variants of Stroock’s formula.