Stetige stochastische Approximation

DOI10.1007/BF01893482zbMath0418.62066OpenAlexW1963910262WikidataQ59255252 ScholiaQ59255252MaRDI QIDQ1131815

S. H. Smith

Publication date: 1979

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175780

zbMATH Keywords

rate of convergenceasymptotic normalitycentral limit theoremlaw of iterated logarithmordinary stochastic differential equationscontinuous parameter Robbins-Monro process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Stochastic approximation (62L20)

Related Items (2)

Unnamed Item ⋮ Stochastic approximation procedures for Lévy-driven SDEs

Cites Work

• On martingale limit theory and strong convergence results for stochastic approximation procedures
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stetige stochastische Approximation