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Bibliografie

Journal Article

A note on continuous-time stochastic approximation in infinite dimensions

Seidler Jan, Žák F.

: Electronic Communications in Probability vol.22,

: GA15-08819S, GA ČR

: stochastic approximation, stochastic parabolic problems, variational solutions

: 10.1214/17-ECP67

: 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