Stochastic approximation procedures for Lévy-driven SDEs
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F23%3A00573172" target="_blank" >RIV/67985556:_____/23:00573172 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.1007/s10957-023-02198-0" target="_blank" >https://link.springer.com/article/10.1007/s10957-023-02198-0</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10957-023-02198-0" target="_blank" >10.1007/s10957-023-02198-0</a>
Alternative languages
Result language
angličtina
Original language name
Stochastic approximation procedures for Lévy-driven SDEs
Original language description
A continuous-time Robbins-Monro-type stochastic approximation procedure for a system described by multidimensional stochastic differential equation driven by a general Lévy process is studied.
Czech name
—
Czech description
—
Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GA19-07140S" target="_blank" >GA19-07140S: Stochastic Evolution Equations and Space-Time Systems</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Optimization Theory and Applications
ISSN
0022-3239
e-ISSN
1573-2878
Volume of the periodical
197
Issue of the periodical within the volume
2
Country of publishing house
DE - GERMANY
Number of pages
21
Pages from-to
817-837
UT code for WoS article
000953804900003
EID of the result in the Scopus database
2-s2.0-85150348624