Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
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.Downloads
Published
25.11.2018
Issue
Section
Research articles
How to Cite
Rosa, V., and Ya. M. Chabanyuk. “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, https://umj.imath.kiev.ua/index.php/umj/article/view/1660.