Stetige stochastische Approximation (Q1131815)

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scientific article; zbMATH DE number 3651611
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    Stetige stochastische Approximation
    scientific article; zbMATH DE number 3651611

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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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