On a class of stochastic differential equations arising from the stochastic approximation theory

DOI10.1080/17442509308833851zbMATH Open0789.62064OpenAlexW1970746709MaRDI QIDQ4286675

Alexander Melnikov

Publication date: 27 March 1994

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833851

zbMATH Keywords

semimartingalesstrong solutionsalmost sure convergencemean square convergencegeneralized stochastic approximation procedures of Robbins-Monro type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20)

Related Items (5)

On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes ⋮ A generalization of Mil’shtein’s theorem for stochastic differential equations ⋮ Title not available (Why is that?) ⋮ The Polyak weighted averaging procedure for Robbins-Monro type SDE ⋮ Approximation theorems based on random partitions for stochastic differential equation and their applications

This page was built for publication: On a class of stochastic differential equations arising from the stochastic approximation theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4286675)