This article is cited in 18 papers

Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation

A. V. Melnikov

Steklov Mathematical Institute, Russian Academy of Sciences

UDC: 519.21

MSC: 65C30, 62L20, 62J05, 60G44

Received: 24.05.1996

DOI: 10.4213/rm1013

 English version: Russian Mathematical Surveys, 1996, 51:5, 819–909

Bibliographic databases:

• 
• 
• 
• 
•