2019
Том 71
№ 11

All Issues

Procedure of stochastic approximation for the diffusion process with semi-Markov switchings

Chabanyuk Ya. M., Rosa V.


Abstract

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.

Citation Example: Chabanyuk Ya. M., Rosa V. Procedure of stochastic approximation for the diffusion process with semi-Markov switchings // Ukr. Mat. Zh. - 2018. - 70, № 11. - pp. 1563-1570.