Stable limit theorems for additive functionals of one-dimensional diffusion processes (Q6147692)

The author considers a positive recurrent one-dimensional diffusion process with continuous coefficients and establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words, he finds some explicit conditions on the additive functional so that its fluctuations behave like some \(\alpha\)-stable process in large time for \(\alpha\in(0, 2].\) The method proposed in this paper is rather powerful and gives a simple condition on the additive functional for stable limit theorems to occur. The computations start with the representation of a diffusion as a time and space changed standard Wiener process, and in general they are very tractable and the method is rather robust.