Stetige stochastische Approximation
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Publication:1131815
DOI10.1007/BF01893482zbMath0418.62066WikidataQ59255252 ScholiaQ59255252MaRDI QIDQ1131815
Publication date: 1979
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175780
rate of convergence; asymptotic normality; central limit theorem; law of iterated logarithm; ordinary stochastic differential equations; continuous parameter Robbins-Monro process
60F05: Central limit and other weak theorems
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F15: Strong limit theorems
62L20: Stochastic approximation