Averaging analysis of a point process adaptive algorithm

DOI10.1239/JAP/1082552211MaRDI QIDQ4822473zbMATH OpenOpenAlexFDO

Authors V. Solo

Publication date 25 October 2004

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1082552211

zbMATH Keywords

counting processmixing conditionsalgorithm convergenceadaptive parameter estimation algorithmfinite-time averaging analysisGikhman's technique

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29)

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Cited in

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