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    Revista Colombiana de Matemáticas
    Volumen 37 [ 2] ( 2003) Páginas 87 - 91


    About Increments of Additive Functionals of Diffusion Processes

    Sergio Alvarez-Andrade
    Universit\'e de Technologie de Compi\`egne, FRANCE


    Abstract. We study the increments of additive functionals of diffusion processes by using strong approximations and some properties of the local times.

    Palabras claves. Additive functionals of diffusion; Brownian motion; Invariance principles; Processes with independent and stationary increments

    Codigo AMS. 2000 Mathematics Subject Classification. Primary: 60F15, 60F17. Secondary: 60J99.

    Archivo completo : Formato [PDF] (745 K).