Stochastic calculus for symmetric Markov processes
  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 It\^{o} formula for Dirichlet processes is obtained. 
Z.-Q. Chen, P. J. Fitzsimmons, K. Kuwae, T.-S. Zhang