A strong approximation theorem for stochastic recursive algorithms (Q1289391)
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scientific article; zbMATH DE number 1292918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A strong approximation theorem for stochastic recursive algorithms |
scientific article; zbMATH DE number 1292918 |
Statements
A strong approximation theorem for stochastic recursive algorithms (English)
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28 November 2000
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stochastic algorithms
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approximation of stochastic differential equations
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constant stepsize algorithms
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asymptotic behavior
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