K. B. Athreya and P. Ney, A new approach to the limit theory of recurrent Markov chains, Transactions of the American Mathematical Society, vol.245, pp.493-501, 1978.
DOI : 10.1090/S0002-9947-1978-0511425-0

R. N. Bhattacharya, Criteria for Recurrence and Existence of Invariant Measures for Multidimensional Diffusions, The Annals of Probability, vol.6, issue.4, pp.541-553, 1978.
DOI : 10.1214/aop/1176995476

M. Brancovan, Fonctionnelles additives sp???ciales des processus r???currents au sens de Harris, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.148, issue.2, pp.163-194, 1979.
DOI : 10.1007/BF00535281

X. Chen, How Often Does a Harris Recurrent Markov Chain Recur?, The Annals of Probability, vol.27, issue.3, pp.1324-1346, 1999.
DOI : 10.1214/aop/1022677449

X. Chen, The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self Normalization, Journal of Theoretical Probability, vol.12, issue.2, pp.421-445, 1999.
DOI : 10.1023/A:1021630228280

E. Csáki and P. Salminen, On the additive functionals of diffusion processes, Studia Math. Hungar, pp.31-47, 1996.

A. Dalalyan and M. Reiss, Asymptotic equivalence for ergodic diffusions: the multidimensional case. Probab. Theory Rel, pp.248-282, 2006.
URL : https://hal.archives-ouvertes.fr/hal-00130165

S. Delattre, M. Hoffmann, and M. Kessler, Dynamics adaptive estimation of a scalar diffusion, 2002.

R. Z. Has-'minskii, Stochastic stability of differential equations. Aalphen: Sijthoff and Noordhoff, 1980.

R. Höpfner and Y. A. Kutoyants, On a problem of statistical inference in null recurrent diffusions, Statistical Inference for Stochastic Processes, vol.6, issue.1, pp.25-42, 2003.
DOI : 10.1023/A:1022607201304

R. Höpfner and E. Löcherbach, Limit theorems for null recurrent Markov processes, Memoirs AMS, vol.161, issue.768, 2003.

N. Ikeda, M. Nagasawa, and S. Watanabe, A construction of markov processes by piecing out, Proc. Japan Acad, pp.370-375, 1966.
DOI : 10.3792/pja/1195522037

R. Z. Khasminskii, Asymptotic Behavior of Parabolic Equations Arising from One-Dimensional Null-Recurrent Diffusions, Journal of Differential Equations, vol.161, issue.1, pp.154-173, 2000.
DOI : 10.1006/jdeq.1999.3647

R. Z. Khasminskii, Limit distributions of some integral functionals for null-recurrent diffusions, Stochastic Processes and their Applications, vol.92, issue.1, pp.1-9, 2001.
DOI : 10.1016/S0304-4149(00)00067-3

S. Kusuoka and D. Stroock, Applications of the Malliavin calculus, Part II, J. Fac. Sci. Univ. Tokyo, Sect. IA, Math, pp.32-33, 1985.

Y. A. Kutoyants, Efficient density estimation for ergodic diffusion processes, Statistical Inference for Stochastic Processes, vol.1, issue.2, pp.131-155, 1998.
DOI : 10.1023/A:1009919612081

Y. Kutoyants, A.: it Statistical inference for ergodic diffusion processes, 2004.
DOI : 10.1007/978-1-4471-3866-2

D. Loukianova and O. Loukianov, Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation, Statistical Inference for Stochastic Processes, vol.42, issue.2, 2005.
DOI : 10.1007/s11203-007-9010-3

S. P. Meyn and R. L. Tweedie, Generalized resolvents and Harris recurrence of Markov processes Doeblin and modern probability Proceedings of the Doeblin conference '50 years after Doeblin: development in the theory of Markov chains, Markov processes, and sums of random variables, Contemp. Math, pp.149-227, 1993.

S. P. Meyn and R. L. Tweedie, A survey of Foster-Lyapunov techniques for general state space Markov processes, Proceedings of the Workshop on Stochastic Stability and Stochastic Stabilization, 1993.

E. Nummelin, A splitting technique for Harris recurrent Markov chains, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.29, issue.2, pp.309-318, 1978.
DOI : 10.1007/BF00534764

S. Orey, Limit theorems for Markov chain transition probabilities, 1971.

D. Revuz, Markov chains. Revised edition, 1984.

G. O. Roberts and R. L. Tweedie, Rates of convergence of stochastically monotone and continuous time Markov models, Journal of Applied Probability, vol.1, issue.02, pp.359-373, 2000.
DOI : 10.1214/aoap/1177004900

A. Touati, Théorèmes limites pour les processus de Markov récurrents. Unpublished paper 1988, See also C. R. Acad. Sci. Paris Série I, vol.305, pp.841-844, 1987.

D. Williams, ???To begin at the beginning: ??????, Stochastic integrals (Proc. Durham 1980), pp.1-55, 1981.
DOI : 10.1090/S0273-0979-1980-14784-9