In the context of discrete calculus, or calculus of finite differences, is there a theorem like the chain rule that can express the finite forward difference of a composition $∆(f\circ g)$ in simplified or otherwise helpful terms?
It's probably not possible for a general function, but it might be possible with some restrictions. I'm also interested in the reverse -- a substitution rule for indefinite sums, if such exists. Or, to be honest, in any strong wealth of technical information related to this topic.
Provided the values of $g$ lie in the domain of $f$ and $\Delta g(n)$ is an integer, you have the obvious rule $$ \Delta(f\circ g)(n)=\sum_{d=0}^{\Delta g(n)-1}\Delta f\bigl(g(n)+d\bigr), $$ where the summation must be interpreted as a sum of negated terms in case $\Delta g(n)<0$, similarly to integrals whose upper limit is lower than their lower limit. The formula is probably not very useful though.
Added: I just found out that for such summations that might go in the wrong direction, the book Concrete Mathematics uses the notation $$ \Delta(f\circ g)(n)=\sum\nolimits_0^{\Delta g(n)}\Delta f\bigl(g(n)+i\bigr)\,\delta i $$ (the factor $\delta i$ is always $1$, but serves to indicate the sum is over $i$; also the upper bound, here $\Delta g(n)$, is omitted from the range of $i$) to emphasize even more the analogy with an integral.