Bibliografie
Journal Article
A note on continuous-time stochastic approximation in infinite dimensions
,
: Electronic Communications in Probability vol.22,
: GA15-08819S, GA ČR
: stochastic approximation, stochastic parabolic problems, variational solutions
: http://library.utia.cas.cz/separaty/2017/SI/seidler-0475647.pdf
(eng): We find sufficient conditions for convergence of a continuous-time Robbins-Monro type stochastic approximation procedure in infinite dimensional Hilbert spaces in terms of Lyapunova functions, the variational approach to stochastic partial differential equations being used as the main tool.
: BA
: 10103