Stetige stochastische Approximation.
Metrika, Tome 26 (1979), pp. 139-150.

Voir la notice de l'article provenant de 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},
     publisher = {mathdoc},
     volume = {26},
     year = {1979},
     zbl = {0418.62066},
     url = {http://geodesic.mathdoc.fr/item/MET_1979__26_175780/}
}
TY  - JOUR
AU  - G. Pflug
TI  - Stetige stochastische Approximation.
JO  - Metrika
PY  - 1979
SP  - 139
EP  - 150
VL  - 26
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MET_1979__26_175780/
ID  - MET_1979__26_175780
ER  - 
%0 Journal Article
%A G. Pflug
%T Stetige stochastische Approximation.
%J Metrika
%D 1979
%P 139-150
%V 26
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MET_1979__26_175780/
%F 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/