Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
AbstractWe 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.
How to Cite
RosaV., and ChabanyukY. M. “Procedure of Stochastic Approximation for the Diffusion Process with semi-Markov Switchings”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 70, no. 11, Nov. 2018, pp. 1563-70, http://umj.imath.kiev.ua/index.php/umj/article/view/1660.