ON THE WEAK-CONVERGENCE OF A SEQUENCE OF GENERAL STOCHASTIC DIFFERENCE-EQUATIONS TO A DIFFUSION

被引：18

作者：

KUSHNER, HJ

HUANG, H

机构：

来源：

SIAM JOURNAL ON APPLIED MATHEMATICS | 1981年 / 40卷 / 03期

关键词：

D O I：

10.1137/0140044

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

MATHEMATICAL TECHNIQUES

引用

页码：528 / 541

页数：14

共 12 条

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[6] A MARTINGALE METHOD FOR THE CONVERGENCE OF A SEQUENCE OF PROCESSES TO A JUMP-DIFFUSION PROCESS [J].

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[7] ASYMPTOTIC PROPERTIES OF STOCHASTIC APPROXIMATIONS WITH CONSTANT-COEFFICIENTS [J].

KUSHNER, HJ ;

HUANG, H .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1981, 19 (01) :87-105

[8] RATES OF CONVERGENCE FOR STOCHASTIC-APPROXIMATION TYPE ALGORITHMS [J].

KUSHNER, HJ ;

HUANG, H .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1979, 17 (05) :607-617

[9] DIFFUSION APPROXIMATIONS TO OUTPUT PROCESSES OF NON-LINEAR SYSTEMS WITH WIDEBAND INPUTS AND APPLICATIONS [J].

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[10]

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