2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/110129This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure Itô and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite quadratic variation processes, Dirichlet and weak Dirichlet processes.39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de ProbabilitésProbability60H05; 60G44; 60G48text