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Bibliography
Journal Article
Stochastic approximation procedures for Lévy-driven SDEs
,
: Journal of Optimization Theory and Applications vol.197, 2 (2023), p. 817-837
: GA19-07140S, GA ČR
: stochastic approximation algorithms, Lévy-driven stochastic differential equations
: http://library.utia.cas.cz/separaty/2023/SI/seidler-0573172.pdf
: https://link.springer.com/article/10.1007/s10957-023-02198-0
(eng): A continuous-time Robbins-Monro-type stochastic approximation procedure for a system described by multidimensional stochastic differential equation driven by a general Lévy process is studied.
: BB
: 10103