Stetige stochastische Approximation.
Metrika, Tome 26 (1979), pp. 139-150
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
continuous parameter Robbins-Monro process, rate of convergence, asymptotic normality, law of iterated logarithm, central limit theorem, ordinary stochastic differential equations
@article{MET_1979__26_175780,
author = {G. Pflug},
title = {Stetige stochastische {Approximation.}},
journal = {Metrika},
pages = {139--150},
year = {1979},
volume = {26},
zbl = {0418.62066},
url = {http://geodesic.mathdoc.fr/item/MET_1979__26_175780/}
}
G. Pflug. Stetige stochastische Approximation.. Metrika, Tome 26 (1979), pp. 139-150. http://geodesic.mathdoc.fr/item/MET_1979__26_175780/