One-sided convergence of continuous processes of stochastic approximation

DOI10.1007/BF02364822zbMATH Open0953.62554OpenAlexW2094509466MaRDI QIDQ1291981FDOQ1291981

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

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

Cites Work

• Title not available (Why is that?)
• A modified Robbins-Monro procedure approximating the zero of a regression function from below
• Consistent statistical estimation in semimartingale models of stochastic approximation

Cited In (3)

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

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