Almost surely limit theorems for stochastic differential equations
S. Janković (1987)
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S. Janković (1987)
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Dana Fraňková (1989)
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S. P. Acharya (1976)
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Luisa Pedemonte (1975)
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D. Adnađević (1984)
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Leonede De-Michele (1978)
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M. R. Tasković (1971)
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B. Choczewski (1971)
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Peggy Cénac (2013)
ESAIM: Probability and Statistics
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We study the almost sure asymptotic behaviour of stochastic approximation algorithms for the search of zero of a real function. The quadratic strong law of large numbers is extended to the powers greater than one. In other words, the convergence of moments in the almost sure central limit theorem (ASCLT) is established. As a by-product of this convergence, one gets another proof of ASCLT for stochastic approximation algorithms. The convergence result is applied to several examples as...
Paolo Maurizio Soardi, Giancarlo Travaglini (1981)
Colloquium Mathematicae
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