Stochastic approximation procedures for Lévy-driven SDEs
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Publication:6161557
DOI10.1007/s10957-023-02198-0zbMath1515.60213OpenAlexW4327969068MaRDI QIDQ6161557
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
Robbins-Monro procedurestochastic approximation algorithmsLévy-driven stochastic differential equations
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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