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2017 A note on continuous-time stochastic approximation in infinite dimensions
Jan Seidler, František Žák
Electron. Commun. Probab. 22: 1-13 (2017). DOI: 10.1214/17-ECP67

Abstract

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.

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Jan Seidler. František Žák. "A note on continuous-time stochastic approximation in infinite dimensions." Electron. Commun. Probab. 22 1 - 13, 2017. https://doi.org/10.1214/17-ECP67

Information

Received: 31 October 2016; Accepted: 14 June 2017; Published: 2017
First available in Project Euclid: 23 June 2017

zbMATH: 1368.60068
MathSciNet: MR3666857
Digital Object Identifier: 10.1214/17-ECP67

Subjects:
Primary: 60H15, 62L20

JOURNAL ARTICLE
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