| Abstract: | We consider a diffusion process {x(t)} on a compact Riemannian manifold with generator δ/2 + b. A current‐valued continuous stochastic process {X t} in the sense of Itô 8] corresponds to {x(t)} by considering the stochastic line integral X t(a) along {x(t)} for every smooth 1-form a. Furthermore {X t} is decomposed into the martingale part and the bounded variation part as a current-valued continuous process. We show the central limit theorems for {X t} and the martingale part of {X t}. Occupation time laws for recurrent diffusions and homogenization problems of periodic diffusions are closely related to these theorems |
