Stetige stochastische Approximation

DOI10.1007/BF01893482MaRDI QIDQ1131815zbMATH OpenOpenAlexWikidataFDO

Authors 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 normalitycentral limit theoremcontinuous parameter Robbins-Monro processlaw of iterated logarithmordinary stochastic differential equationsrate of convergence

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3169854 (Why is no real title available?)
• scientific article; zbMATH DE number 3814811 (Why is no real title available?)
• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3278888 (Why is no real title available?)
• On martingale limit theory and strong convergence results for stochastic approximation procedures
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations

Cited in

(2)

• scientific article; zbMATH DE number 3860223 (Why is no real title available?)
• Stochastic approximation procedures for Lévy-driven SDEs

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