Titre : " Splitting de Nummelin en temps continu et estimation par noyau du drift de diffusions multidimensionnelle".
 

Résumé : We introduce a sequence of stopping times that allow to study an analogue of a life -cycle decomposition for a
continuous time Markov process, which is an extension of the well-known splitting technique of Nummelin to the time-continuous case.
As a consequebce, we are able to give deterministic equivalents of additive functionals of the process and to state a generalisation of Chen's inequality.
We apply our results o the problem of non-parametric kernel drift estimation of the drift of multi-dimensional recurrent, bot not necessarily ergodic,
diffusion process.