Strong approximation of continuous time stochastic processes
type: Item
instance of: scholarly article
title: Strong approximation of continuous time stochastic processes
zbMATH Open document ID: 0689.60037
DOI: 10.1016/0047-259X(89)90063-8
author: Ernst Eberlein
published in: Journal of Multivariate Analysis
publication date: 1989-01-01T00:00:00Z
review text: The author proves some sufficient conditions allowing to approximate a sequence of stochastic processes \((X^{(n)}(t))_{t\geq 0}\) by a second sequence \((Y^{(n)}(t))_{t\geq 0}\). The approximation is formulated for some versions of these processes in the almost sure sense. The sufficient conditions are given in terms of the difference of the conditional increments of the processes. The paper generalizes some related ideas for discrete time processes.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G05
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 4129740
zbMATH Keywords: strong approximation
zbMATH Keywords: dependent random variables
zbMATH Keywords: conditional increments
MaRDI profile type: Publication
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full work available at URL: 0047-259x(89)90063-8
OpenAlex ID: W2000901247
description: scientific article; zbMATH DE number 4129740