Geodesic
On the stochastic approximation
Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 2, pp. 297-300 
E. G. Gladyshev. On the stochastic approximation. Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 2, pp. 297-300. http://geodesic.mathdoc.fr/item/TVP_1965_10_2_a5/
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     author = {E. G. Gladyshev},
     title = {On the stochastic approximation},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {297--300},
     year = {1965},
     volume = {10},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1965_10_2_a5/}
}
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Voir la notice de l'article provenant de la source Math-Net.Ru

Using the theory of semimartingal an extention of the well known results oils Robbins–Monro's stochastic approximation method is given. The obtained results. are applied to the least-squares method.