Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets<sup>†</sup> (Q4721309)

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scientific article; zbMATH DE number 3994641
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Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets<sup>†</sup>
scientific article; zbMATH DE number 3994641

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    Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets<sup>†</sup> (English)
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    1987
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    large deviations of a diffusion
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    reflection at the boundary
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    stochastic approximation algorithms
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