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The drift coefficient \\(H_t(u)\\) satisfies the following conditions: NEWLINE\\[NEWLINE\\text{for all }t\\geq 0,\\;H_t(0)=0, \\quad H_t(u)u<0 \\quad\\text{if }u\\neq 0\\;(P-\\text{a.s.}).NEWLINE\\]NEWLINE In this case, equation (1) is called Robbins-Monro type stochastic differential equation (RM type SDE). The authors study the asymptotic properties of strong solutions \\(z=(z_t)_{t\\geq 0}\\) of equation (1). They also consider a filtered statistical model and a recursive estimation procedure which is reduced to the RM type SDE (1) is described.NEWLINENEWLINEFor the entire collection see [Zbl 0968.00043].","type":"string"},"datatype":"string"},"type":"statement","id":"Q2769690$B8912D92-D0F1-41E5-9189-202C814B9C19","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"6e9bf2314253c3ed18d6931541db948b7e15ce0b","datavalue":{"value":{"entity-type":"item","numeric-id":588433,"id":"Q588433"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2769690$5C64315E-D818-47CE-BCC2-73EA30A3A9D0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"099c7095d530691b2e5418277a5feb312435bf4b","datavalue":{"value":{"entity-type":"item","numeric-id":4354632,"id":"Q4354632"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d6137ce42311183cfee4554e4bace24f416c496","datavalue":{"value":{"amount":"+0.8911799788475037","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2769690$0CD97BE4-6C6D-4E8B-9395-C702F9AD78B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7afcce20e33914d08a393299ad4f2d7797b2fd51","datavalue":{"value":{"entity-type":"item","numeric-id":4707545,"id":"Q4707545"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"125f798a2594917a6c4534115252ae2a6935f1a3","datavalue":{"value":{"amount":"+0.8660712242126465","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2769690$DF40E698-EAEF-4127-ADF5-3D38089693B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c8888be35007f5c5b48955874b53babb2386d281","datavalue":{"value":{"entity-type":"item","numeric-id":4286675,"id":"Q4286675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e468904fa73a045057e364f13c53f3266e748da5","datavalue":{"value":{"amount":"+0.8655822277069092","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2769690$4C65C7FA-38D5-4DD2-ACAB-B7D78067BCE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"808e376e31f2d2a48d4af306aa7c1fd0299e9f43","datavalue":{"value":{"entity-type":"item","numeric-id":1780285,"id":"Q1780285"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"855a3da7a28d29b4082db66b462fd284d24be408","datavalue":{"value":{"amount":"+0.8163543343544006","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2769690$B8813EB8-4028-4436-BC2A-12F053355DC8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eb6adf31d5060fb1a446b5f103d41f548aaac4ef","datavalue":{"value":{"entity-type":"item","numeric-id":2010658,"id":"Q2010658"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fbf6ad8975077c6aef67ca896fa1f15625e7f183","datavalue":{"value":{"amount":"+0.7903158664703369","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2769690$801C0D07-8142-4256-974F-D31182A6AB3D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"The Robbins-Monro type SDE and recursive estimation","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/The_Robbins-Monro_type_SDE_and_recursive_estimation"}}}}}