Stochastic Approximation

Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and …
Michel Benaïm, Nicolas Champagnat, Denis Villemonais
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Stochastic approximation on non-compact measure spaces and application to measure-valued Pólya processes
Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a …
Cécile Mailler, Denis Villemonais
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