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Choose a sequence \\((\\gamma_n)\\) such that \\(\\gamma_n\\geq 0\\), \\(\\lim_n\\gamma_n= 0\\), \\(\\sum^\\infty_1 \\gamma_n= \\infty\\). Discretize the equation \\((*)\\) by defining (for an i.i.d. sequence \\((U_n)\\)):  \\[ X_{n+1}:= X_n+ \\gamma_{n+1} b(X_n)+ \\sqrt{\\gamma_{n+1}} \\sigma(X_n) U_{n+1} \\]  for any \\(n\\in\\mathbb{N}\\). Approximate \\(\\nu\\) by \\(\\nu_n:= \\sum^n_{j=1} \\gamma_j\\delta_{X_{j-1}}/\\sum^n_{j=1} \\gamma_j\\), so that recursively  \\[ \\nu_{n+1}(b)= \\nu_n(b)+ [f\\circ X_n- \\nu_n(f)]\\times \\gamma_{n+1}\\Biggl/\\sum^{n+1}_{j= 1}\\gamma_j. \\]  Then the main result asserts that for continuous, not too fast growing function \\(f\\), \\(\\nu_n(f)\\) converges to \\(\\nu(f)\\). This result implies the almost sure central limit theorem. 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