Stetige stochastische Approximation

DOI10.1007/BF01893482zbMATH Open0418.62066OpenAlexW1963910262WikidataQ59255252 ScholiaQ59255252MaRDI QIDQ1131815FDOQ1131815

S. H. Smith

Publication date: 1979

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175780

zbMATH Keywords

asymptotic normalityrate of convergencecentral limit theoremlaw of iterated logarithmcontinuous parameter Robbins-Monro processordinary stochastic differential equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Title not available (Why is that?)
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• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• On martingale limit theory and strong convergence results for stochastic approximation procedures
• Title not available (Why is that?)

Cited In (2)

• Stochastic approximation procedures for Lévy-driven SDEs
• Title not available (Why is that?)

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