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Andrieu, Christophe- Department of Mathematics, University of Bristol
To appear Annals of Applied Probability 2005Vol. 0, No. 0, 18
STABILITY OF STOCHASTIC APPROXIMATION UNDER VERIFIABLE CHRISTOPHE ANDRIEU , ERIC MOULINES , AND PIERRE PRIOURET
Convergence of stochastic approximation for Lyapunov stable dynamics: a proof from ...rst principles.