  Bardina and Jolis [Stochastic process. Appl. 69 (1997) 83--109] prove an
extension of It\^{o}'s formula for $F(X_t,t)$, where $F(x,t)$ has a locally
square-integrable derivative in $x$ that satisfies a mild continuity condition
in $t$ and $X$ is a one-dimensional diffusion process such that the law of
$X_t$ has a density satisfying certain properties. This formula was expressed
using quadratic covariation. Following the ideas of Eisenbaum [Potential Anal.
13 (2000) 303--328] concerning Brownian motion, we show that one can re-express
this formula using integration over space and time with respect to local times
in place of quadratic covariation. We also show that when the function $F$ has
a locally integrable derivative in $t$, we can avoid the mild continuity
condition in $t$ for the derivative of $F$ in $x$.
