One-sided convergence of continuous processes of stochastic approximation

DOI10.1007/BF02364822MaRDI QIDQ1291981zbMATH OpenOpenAlexFDO

Authors S. V. Komarov, T. P. Krasulina

Publication date 13 July 1999

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02364822

Mathematics Subject Classification ID

Strong limit theorems (60F15) Limit theorems in probability theory (60F99) Stochastic approximation (62L20)

Cites work

• A modified Robbins-Monro procedure approximating the zero of a regression function from below
• Consistent statistical estimation in semimartingale models of stochastic approximation
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)

Cited in

(3)

• On one-sided convergence of a modified stochastic approximation process
• On convergence rates in one-sided law of large numbers
• Stochastic approximation procedures for Lévy-driven SDEs

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