| bibtype |
J -
Journal Article
|
| ARLID |
0573172 |
| utime |
20240402214111.3 |
| mtime |
20230623235959.9 |
| SCOPUS |
85150348624 |
| WOS |
000953804900003 |
| DOI |
10.1007/s10957-023-02198-0 |
| title
(primary) (eng) |
Stochastic approximation procedures for Lévy-driven SDEs |
| specification |
| page_count |
21 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0257061 |
| ISSN |
0022-3239 |
| title
|
Journal of Optimization Theory and Applications |
| volume_id |
197 |
| volume |
2 (2023) |
| page_num |
817-837 |
| publisher |
|
|
| keyword |
stochastic approximation algorithms |
| keyword |
Lévy-driven stochastic differential equations |
| author
(primary) |
| ARLID |
cav_un_auth*0233028 |
| name1 |
Seidler |
| name2 |
Jan |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| full_dept |
Department of Stochastic Informatics |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0451923 |
| name1 |
Týbl |
| name2 |
O. |
| country |
CZ |
|
| source |
|
| source |
|
| cas_special |
| project |
| project_id |
GA19-07140S |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0385132 |
|
| abstract
(eng) |
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. |
| result_subspec |
WOS |
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2024 |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0343816 |
| confidential |
S |
| mrcbC91 |
A |
| mrcbT16-e |
MATHEMATICSAPPLIED|OPERATIONSRESEARCHMANAGEMENTSCIENCE |
| mrcbT16-j |
0.831 |
| mrcbT16-D |
Q2 |
| arlyear |
2023 |
| mrcbU14 |
85150348624 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000953804900003 WOS |
| mrcbU63 |
cav_un_epca*0257061 Journal of Optimization Theory and Applications Roč. 197 č. 2 2023 817 837 0022-3239 1573-2878 Springer |
|