  In this work, we present a detailed analysis on the exact expression of the
$L^2$-norm of the symmetric-Stratonovich stochastic integral driven by a
multi-dimensional fractional Brownian motion $B$ with parameter $\frac{1}{4} <
H < \frac{1}{2}$. Our main result is a complete description of a Hilbert space
of integrand processes which realizes the $L^2$-isometry where none regularity
condition in the sense of Malliavin calculus is imposed. The main idea is to
exploit the regularity of the conditional expectation of the tensor product of
the increments $B_{t-\delta,t+\delta}\otimes B_{s-\epsilon,s+\epsilon}$ onto
the Gaussian space generated by $(B_s,B_t)$ as $(\delta,\epsilon)\downarrow 0$.
The Hilbert space is characterized in terms of a random Radon $\sigma$-finite
measure on $[0,T]^2$ off diagonal which can be characterized as a product of a
non-Markovian version of the stochastic Nelson derivatives. As a by-product, we
present the exact explicit expression of the $L^2$-norm of the pathwise rough
integral in the sense of Gubinelli.
