On a continuous time stochastic approximation problem
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Publication:1321569
DOI10.1007/BF00995492zbMATH Open0791.60016OpenAlexW2044641957MaRDI QIDQ1321569FDOQ1321569
Publication date: 7 July 1994
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00995492
Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17)
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Cited In (4)
- Semimartingale stochastic approximation procedure and recursive estimation
- Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem
- Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement
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