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This is an exposition of some special results on analytic or Coo-approximation of functions in the strong sense, in finite- and infinite-dimensional spaces. It starts with H. Whitney's theorem on strong approximation by analytic functions in finite-dimensional spaces and ends with some recent results by the author on strong Coo-approximation of functions defined in a separable Hilbert space. The volume also contains some special results on approximation of stochastic processes. The results explained in the book have been obtained over a span of nearly five decades.
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