In this paper, we are going to study the capacity theory and exception
ality of hyperfinite Dirichlet forms. We shall introduce positive meas
ures of hyperfinite energy integrals and associated theory. Fukushima'
s decomposition theorem will be established on the basis of discussing
hyperfinite additive functionals and hyperfinite measures. We shall s
tudy the properties of internal multiplicative functionals, subordinat
e semigroups and subprocesses. Moreover, we shall discuss transformati
on of hyperfinite Dirichlet forms.