Strong approximation of continuous time stochastic processes

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.

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Year of publication:	1989
Authors:	Eberlein, Ernst
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 31.1989, 2, p. 220-235
Publisher:	Elsevier
Keywords:	strong approximation stochastic processes dependent random variables

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199631