Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation (Q4375215)
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scientific article; zbMATH DE number 1111340
Language | Label | Description | Also known as |
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English | Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation |
scientific article; zbMATH DE number 1111340 |
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Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation (English)
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1 February 1998
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semimartingales
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stochastic differential equations
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stochastic approximation
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law of large numbers
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law of the iterated logarithm
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asymptotic normality
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