Stetige stochastische Approximation (Q1131815)

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Stetige stochastische Approximation
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    Stetige stochastische Approximation (English)
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    1979
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    continuous parameter Robbins-Monro process
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    rate of convergence
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    asymptotic normality
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    law of iterated logarithm
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    central limit theorem
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    ordinary stochastic differential equations
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