Geodesic
On stochastic approximation for random processes with continuous time
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 688-695

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The paper considers continuous time analogue (1) of the Robbins–Monro procedure for approximating the root of the equation $M(\theta)=\alpha$ from the observation process $Y(x,t)=M(x)+Z(t)$. The asymptotic properties of the procedure are investigated under the strong mixing condition for the stochastic process $Z(t)$. 
@article{TVP_1971_16_4_a6,
     author = {T. P. Krasulina},
     title = {On stochastic approximation for random processes with continuous time},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {688--695},
     publisher = {mathdoc},
     volume = {16},
     number = {4},
     year = {1971},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a6/}
}
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T. P. Krasulina. On stochastic approximation for random processes with continuous time. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 688-695. http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a6/