The Robbins-Monro type stochastic differential equations. III. Polyak's averaging

Author: Lazrieva N.   Toronjadze T.  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.82, Iss.2, 2010-04, pp. : 165-188

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Abstract