The title of the question says it all! Thanks.
It's not exactly the same as estar + gerundio; when we use venir + gerundio we talk about a progressive action but venir + gerundio implies that that action had a beginning in a previous moment, before you say it, so, for example, in this sentence:
Vengo pensando que quizás debería disculparme con Antonio.
I'm thinking that maybe I should apologise to Antonio.
Here, the use of "vengo" implies that the speaker has started to think about his apology to Antonio before, so he's been thinking about it for a while. If the speaker had said the same with estar + gerundio:
Estoy pensando que quizás debería disculparme con Antonio.
here this doesn't imply any previous thinking, the action of thinking starts when the speaker says it.
I hope this clarifies it.
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