Posted by **insetes** at Oct. 18, 2017

2016 | 204 Pages | ISBN: 1489976329 | PDF | 2 MB

Posted by **AvaxGenius** at Oct. 17, 2017

English | PDF | 1997 | 432 Pages | ISBN : 038794916X | 39.35 MB

In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.

Posted by **insetes** at Oct. 13, 2017

2014 | 279 Pages | ISBN: 8876424970 | PDF | 3 MB

Posted by **insetes** at Oct. 11, 2017

2013 | 133 Pages | ISBN: 0784412235 | PDF | 2 MB

Posted by **AvaxGenius** at Oct. 7, 2017

English | EPUB | 2017 | 392 Pages | ISBN : 1493972545 | 6.98 MB

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included.

Posted by **libr** at Oct. 7, 2017

English | 2004 | ISBN: 0415310024 | ISBN-13: 9780415310024 | 704 pages | PDF | 24,6 MB

Posted by **nebulae** at Oct. 7, 2017

English | ISBN: 0199587868 | 2010 | 314 pages | PDF | 4 MB

Posted by **step778** at Oct. 6, 2017

2008 | pages: 688 | ISBN: 3540788581 | PDF | 4,8 mb

Posted by **libr** at Oct. 5, 2017

English | 2005-06-30 | ISBN: 186094566X | 427 pages | DJVU | 2.6 mb

Posted by **AvaxGenius** at Oct. 4, 2017

English | PDF,EPUB | 2017 | 224 Pages | ISBN : 3319596705 | 6.88 MB

The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Bañuelos. A wide variety of topics in probability theory is covered in these proceedings, including heat kernel estimates, Malliavin calculus, rough paths differential equations, Lévy processes, Brownian motion on manifolds, and spin glasses, among other topics.