Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium

DOI10.1007/S11253-006-0157-7zbMATH Open1118.62083OpenAlexW2053145378MaRDI QIDQ3441288FDOQ3441288

Ya. M. Chabanyuk

Publication date: 29 May 2007

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-006-0157-7

zbMATH Keywords

Ornstein-Uhlenbeck processdiffusion processMarkov renewal process

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic approximation (62L20) Markov renewal processes, semi-Markov processes (60K15)

Cited In (1)

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