The Robbins–Monro type stochastic differential equations. II. Asymptotic behaviour of solutions-Reference-Cited by-同舟云学术

The Robbins–Monro type stochastic differential equations. II. Asymptotic behaviour of solutions

Published:2003-06 Issue:3 Volume:75 Page:153-180
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Lazrieva N.¹,Sharia T.²,Toronjadze† T.¹

Affiliation:

1. a Department of Probability Theory and Mathematical Statistics , A. Razmadze Mathematical Institute , Georgian Academy of Sciences, M. Aleksidze Street 1, 380093, Tbilisi, Georgia

2. b Department of Mathematics , Royal Holloway University of London , Surrey TWEX, 20 0, Egham, UK

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/1045112031000080239

Reference26 articles.

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2. Chen H.F. 1993 Asymptotic efficient stochastic approximation Stochastics 45 1 6

3. Fabian V. 1978 On asymptotically efficient recursive estimation Ann. Stat. 6 854 867

4. Gal'čuk L.I. 1978 On the uniqueness and existence of solution of stochastic equations with respect to semimartingales Theory Probab. Appl. 23 782 795

5. Gikhman I.I. Skorokhod A.V. 1982 Stochastic Differential Equations and its Applications Naukova Dumka Kiev In Russian

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