A strong approximation theorem for stochastic recursive algorithms (Q1289391)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A strong approximation theorem for stochastic recursive algorithms |
scientific article |
Statements
A strong approximation theorem for stochastic recursive algorithms (English)
0 references
28 November 2000
0 references
stochastic algorithms
0 references
approximation of stochastic differential equations
0 references
constant stepsize algorithms
0 references
asymptotic behavior
0 references
0 references
