Some models of continuous-time stochastic approximation

DOI10.1007/BF02366623zbMATH Open0860.60043OpenAlexW1966862151MaRDI QIDQ1816014FDOQ1816014

Authors: Pavel S. Knopov 

Publication date: 21 November 1996

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02366623

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zbMATH Keywords

weak convergencecontinuous square integrable martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• Asymptotically efficient estimation of a signal in unknown additive noise
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Cited In (4)

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• Consistent statistical estimation in semimartingale models of stochastic approximation

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