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, mail: arnaud.gloter@univ-evry.fr that converges to 0 in norm L 1 (and therefore in probability) since > 0 and n? n ? ? for n ? ?. Concerning the second term of (219), using Burkholder-Davis-Gundy inequality and (215) we have Concerning the set E h ? N i n , we use Markov inequality and we obtain