Abstract :
We propose nonparametric estimators of the infinitesimal coefficients associated
with second-order stochastic differential equations+ We show that under appropriate
conditions, the proposed estimators are consistent+ Also, we state conditions
ensuring the asymptotic normality of these estimators+ We conclude our paper
with a Monte Carlo experiment in which we assess the response of the nonparametric
estimators with respect to the step of discretization+
