Stochastic approximation

Stochastic Algorithms: Foundations and Applications

Kathleen Steinhöfel

Adaptive algorithms and stochastic approximations

Albert Benveniste

Stochastic approximation and sequential minimization under constraints

Wei-Qiu Wu

On recursive estimation, adaptive filtering and stochastic approximation

Lancelot Wu

Stochastic approximation and optimization of random systems

Lennart Ljung

Two-scale stochastic systems

Yuri Kabanov

Conjugate duality and the exponential Fourier spectrum

Wray Britton

Martingale approximation

Borovskikh, I͡U. V.

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

Fabio Fornari