Stochastic approximation procedures for Lévy-driven SDEs

DOI10.1007/s10957-023-02198-0zbMath1515.60213OpenAlexW4327969068MaRDI QIDQ6161557

Ondrej Tybl, Jan Seidler

Publication date: 27 June 2023

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-023-02198-0

zbMATH Keywords

Robbins-Monro procedurestochastic approximation algorithmsLévy-driven stochastic differential equations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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