The back-propagation in CNN is done on the same principle of the chain rule, but the the the way it is actually done is not that easy. Of course if we have the gradient of the output we could do bunch of nested loops and calculate the gradients of the parameters and inputs, but this would be crazy inefficient. We need to search a way to vectorize this. We already implemented the forward propagation, and convolution operation is heavily involved in back propagation. The formulas for the gradients of the input are the following:(Suppose L is the cost function, F is the current filter, X is the current input)