Strong approximation of continuous time stochastic processes

Ernst Eberlein

Journal of Multivariate Analysis, 1989, vol. 31, issue 2, 220-235

Abstract: We study sufficient conditions under which a sequence of stochastic processes (Xn(t))t >= 0 can be approximated almost surely by another sequence of stochastic processes (Yn(t))t >= 0. Two different approaches are discussed.

Keywords: strong; approximation; stochastic; processes; dependent; random; variables (search for similar items in EconPapers)
Date: 1989
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