(1) Laboratoire de Probabilités, Université Paris 6, 4 Place Jussieu, F-75252 Paris Cedex 05, France;(2) City University of New York, 2800 Victory Blvd., Staten Island, New York, 10314
Abstract:
Csáki et al.(5) have given strong approximations of continuous additive functional of Brownian motion. We establish here an extension of these results for a large class of Markov processes.