Stochastic Calculus for Dirichlet Processes
### Stochastic Calculus for Symmetric Markov Processes

### (Originally titled "Stochastic Calculus for Dirichlet Processes")

(To appear in * The Annals of Probability*)

Using time-reversal, we introduce a stochastic integral for
zero-energy additive functionals of symmetric Markov processes,
extending earlier work of S. Nakao. Various properties of such
stochastic integrals are discussed and an Itô formula for
Dirichlet processes is obtained.

A hard copy of this manuscript is available from the
second-named author upon request.

The manuscript can also be downloaded in
dvi form (192K)
and pdf form (344K).
(Version of April 18, 2007)

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August 21, 2006, rev. April 18, 2007