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.

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