Advanced search
Publication Cover
Stochastics and Stochastic Reports Volume 75, 2003 - Issue 3
Journal homepage
68
Views
7
CrossRef citations to date
0
Altmetric
Miscellany

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

N. Lazrieva Department of Probability Theory and Mathematical Statistics, A. Razmadze Mathematical Institute, Georgian Academy of Sciences, M. Aleksidze Street 1, 380093, Tbilisi, Georgia
,
T. Sharia Department of Mathematics, Royal Holloway University of London, Surrey TWEX, 20 0, Egham, UK
&
T. Toronjadze† Department of Probability Theory and Mathematical Statistics, A. Razmadze Mathematical Institute, Georgian Academy of Sciences, M. Aleksidze Street 1, 380093, Tbilisi, Georgia
Pages 153-180 | Received 30 Nov 2000, Accepted 17 Dec 2002, Published online: 17 Oct 2011

Citations (7)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

N. Lazrieva & T. Toronjadze. (2010) The Robbins-Monro type stochastic differential equations. III. Polyak's averaging. Stochastics 82:2, pages 165-188.
Read now

Articles from other publishers (6)

Jan Seidler & Ondřej Týbl. (2023) Stochastic Approximation Procedures for Lévy-Driven SDEs. Journal of Optimization Theory and Applications 197:2, pages 817-837.
Crossref
Shuyu Liu, Yingze Hou & James C. Spall. (2019) Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method. Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method.
Nanuli Lazrieva & Temur Toronjadze. (2017) Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales. Transactions of A. Razmadze Mathematical Institute 171:1, pages 57-75.
Crossref
Jan Seidler & František Žák. (2017) A note on continuous-time stochastic approximation in infinite dimensions. Electronic Communications in Probability 22:none.
Crossref
N. Lazrieva, T. Sharia & T. Toronjadze. (2008) Semimartingale stochastic approximation procedure and recursive estimation. Journal of Mathematical Sciences 153:3, pages 211-261.
Crossref
Teo Sharia. (2007) Recursive parameter estimation: convergence. Statistical Inference for Stochastic Processes 11:2, pages 157-175.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.