STOCHASTIC CALCULUS OVER SYMMETRIC MARKOV PROCESSES WITHOUT TIME REVERSAL

We refine stochastic calculus for symmetric Markov processes without using time reverse operators Under some conditions on the jump functions of locally square integrable martingale additive functionals, we extend Nakao's divergence-like continuous additive functional of zero energy and the stochastic integral with respect to It under the law for quasi-everywhere starting points, which are refinements of the previous results under the law for almost everywhere starting points This refinement of stochastic calculus enables us to establish a generalized Fukushima decomposition for a certain class of functions locally in the domain of Dirichlet form and a generalized Ito formula