List questions from stochastic-approximation | MathQA

The use of dt in brownian motion simulations.

Published on 19 Dec 2017 - 23:01

Why does the stochastic sum is not converging to Ito's Formula?

Published on 10 Jan 2018 - 1:46

Mean Independence of self-contained random variable

Published on 12 Oct 2020 - 10:03

Stochastic approximation system with different step sizes

Published on 18 Feb 2021 - 10:15

does stability carry over for nearby vector fields?

Published on 20 Jun 2021 - 19:10

Algorithms for Stochastic Continuous Optimization

Published on 23 Jun 2021 - 21:07

Is there something like "stochastic induction"?

Published on 09 Aug 2021 - 8:11

Some inequalities in the paper: Acceleration of Stochastic Approximation by Averaging

Published on 17 Feb 2022 - 11:50