Some models of continuous-time stochastic approximation

DOI10.1007/BF02366623zbMath0860.60043OpenAlexW1966862151MaRDI QIDQ1816014

Pavel S. Knopov

Publication date: 21 November 1996

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02366623

zbMATH Keywords

weak convergencecontinuous square integrable martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Asymptotically efficient estimation of a signal in unknown additive noise
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