Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
We obtain sufficient conditions for the convergence of the procedure of stochastic approximation for the diffusion process in the case of a uniformly ergodic semi-Markov process of switchings of the regression function with the use of a small parameter in the scheme of series.
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| Datum: | 2018 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Ukrainisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2018
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/1660 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | We obtain sufficient conditions for the convergence of the procedure of stochastic approximation for the diffusion process
in the case of a uniformly ergodic semi-Markov process of switchings of the regression function with the use of a small
parameter in the scheme of series. |
|---|