Some models of continuous-time stochastic approximation

DOI10.1007/BF02366623MaRDI QIDQ1816014zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

weak convergencecontinuous square integrable martingale

Mathematics Subject Classification ID

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

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• Asymptotically efficient estimation of a signal in unknown additive noise

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(4)

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