This article is cited in 5 papers

On stochastic approximation for random processes with continuous time

T. P. Krasulina

Leningrad

Abstract: The paper considers continuous time analogue (1) of the Robbins–Monro procedure for approximating the root of the equation $M(\theta)=\alpha$ from the observation process $Y(x,t)=M(x)+Z(t)$. The asymptotic properties of the procedure are investigated under the strong mixing condition for the stochastic process $Z(t)$.

Received: 07.07.1969

 English version: Theory of Probability and its Applications, 1971, 16:4, 674–682

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