Stochastic calculus over symmetric Markov processes without time reversal (Q989186)

The author advances previous results on stochastic calculus over symmetric Markov processes without time reversal to a superior refinement. Specifically, he establishes stochastic integrals both of Itô-type and of Fisk-Stratonovich-type by Dirichlet processes, using an extension of Nakao's divergence-like continuous additive functional of zero energy to a continuous additive functional locally of zero energy, for a class of locally square integrable martingale additive functionals.