On a stochastic approximation theorem in a Hilbert space and its applications
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 2, pp. 407-413
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A stochastic approximation theorem for the estimating of the solution of linear equation with self-adjoined operator is established. For a system of integral equations containing moments of random processes an iterative procedure is proposed for estimating the solution by means of a sequence of independent sample functions of these random processes.
@article{TVP_1979_24_2_a15,
author = {G. I. Salov},
title = {On a stochastic approximation theorem in {a~Hilbert} space and its applications},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {407--413},
year = {1979},
volume = {24},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_2_a15/}
}
G. I. Salov. On a stochastic approximation theorem in a Hilbert space and its applications. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 2, pp. 407-413. http://geodesic.mathdoc.fr/item/TVP_1979_24_2_a15/