Strong approximation of continuous time stochastic processes
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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.
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