This is a collection of the abstracts of lectures given at the International Conference on Differential Equations, Approximations and Applications, which will be held at the old campus of the Vietnam National University at Hanoi December 10-15, 2001.

Some conditions are given to ensure that for a jump homogeneous Markov process $\{X(t),t\ge 0\}$ the law of the integral functional of the process $T^{-1/2} \int^T_0\varphi(X(t))dt$ converges to the normal law $N(0,\sigma^2)$ as $T\to \infty$, where $\varphi$ is a mapping from the state space $E$ into $\bbfR$.