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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 688–695 (Mi tvp2327)  
This article is cited in 5 scientific papers (total in 5 papers)

On stochastic approximation for random processes with continuous time

T. P. Krasulina

Leningrad
Full-text PDF (389 kB) Citations (5)
Abstract: 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 $Z(t)$.
Received: 07.07.1969
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 4, Pages 674–682
DOI: https://doi.org/10.1137/1116073
Bibliographic databases:
Language: Russian
Citation: T. P. Krasulina, “On stochastic approximation for random processes with continuous time”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 688–695; Theory Probab. Appl., 16:4 (1971), 674–682
Citation in format AMSBIB
\Bibitem{Kra71}
\by T.~P.~Krasulina
\paper On stochastic approximation for random processes with continuous time
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 4
\pages 688--695
\mathnet{http://mi.mathnet.ru/tvp2327}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=297065}
\zmath{https://zbmath.org/?q=an:0254.62050}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 4
\pages 674--682
\crossref{https://doi.org/10.1137/1116073}
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  • https://www.mathnet.ru/eng/tvp/v16/i4/p688
    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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