This is a preview. Log in through your library . Abstract In this paper we consider a class of stochastic approximation procedures that arises in linear filtering and regression theory. Our main ...

Inhalt: The lecture "Stochastic Approximation" is aimed at Master's students who have a sound basic knowledge of probability theory including martingale theory. The lecture is concerned with ...

Scandinavian Journal of Statistics, Vol. 18, No. 1 (1991), pp. 39-50 (12 pages) An iterative stochastic approximation to the maximum likelihood estimate is developed for the Strauss point process. We ...

The study of Stochastic Partial Differential Equations (SPDEs) occupies a central position in the modern analysis of physical systems where randomness and uncertainty play crucial roles. By ...

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