Asymptotic normality of the continuous-time stochastic approximation algorithm (Q1067332)
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scientific article; zbMATH DE number 3928137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the continuous-time stochastic approximation algorithm |
scientific article; zbMATH DE number 3928137 |
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Asymptotic normality of the continuous-time stochastic approximation algorithm (English)
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1984
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continuous-time stochastic approximation algorithm
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zero of a regression function
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Ito integral
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linear system
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asymptotic normality
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Robbins- Monro procedure
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measurement error
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process of independent increment
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