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- W1992023442 abstract "Abstract We prove that there exists a gain function (η(t),β(t))t⩾0 such that the solution of the SDE d x t =η(t)(− grad U(x t ) d t+β(t) d B t ) ‘settles’ down on the set of global minima of U. In particular, the existence of a gain function (η(t))t⩾0 so that yt satisfying d y t =η(t)(− grad U(y t ) d t+ d B t ) converges to the set of the global minima of U is verified. Then we apply the results to the Robbins–Monro and the Kiefer–Wolfowitz procedures which are of particular interest in statistics." @default.
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- W1992023442 date "2000-02-01" @default.
- W1992023442 modified "2023-09-28" @default.
- W1992023442 title "Convergence to global minima for a class of diffusion processes" @default.
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- W1992023442 doi "https://doi.org/10.1016/s0378-4371(99)00486-0" @default.
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