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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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Bibliographic Details
Date:	2018
Main Authors:	Rosa, V., Chabanyuk, Ya. M., Роса, В., Чабанюк, Я. М.
Format:	Article
Language:	Ukrainian
Published:	Institute of Mathematics, NAS of Ukraine 2018
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/1660
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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