On a continuous time stochastic approximation problem

DOI10.1007/BF00995492zbMath0791.60016MaRDI QIDQ1321569

G. George Yin, Ishita Gupta

Publication date: 7 July 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

stochastic approximation; Brownian motion; asymptotic covariance matrix; functional invariance theorem

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62L20: Stochastic approximation

60F17: Functional limit theorems; invariance principles

Related Items

Semimartingale stochastic approximation procedure and recursive estimation

Cites Work

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