The Robbins–Monro type stochastic differential equations. II. Asymptotic behaviour of solutions

DOI10.1080/1045112031000080239zbMath1032.60054OpenAlexW2029135638MaRDI QIDQ4707545

No author found.

Publication date: 12 October 2003

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

Full work available at URL: https://doi.org/10.1080/1045112031000080239

zbMATH Keywords

stochastic approximationRobbins-Monro stochastic differential equations

Mathematics Subject Classification ID

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

Related Items (5)

Recursive parameter estimation: convergence ⋮ Stochastic approximation procedures for Lévy-driven SDEs ⋮ Semimartingale stochastic approximation procedure and recursive estimation ⋮ The Robbins-Monro type stochastic differential equations. III. Polyak's averaging ⋮ Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales

This page was built for publication: The Robbins–Monro type stochastic differential equations. II. Asymptotic behaviour of solutions