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Reflections on Russia
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American-Type Options: Stochastic Approximation Methods, Volume 2
The book gives a systematical presentation of stochastic approximation methods for discrete time Mar... more |
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Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems
The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic sys... more |
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Limit Theorems for Randomly Stopped Stochastic Processes
1 Weak convergence of stochastic processes.- 1.1 Introductory remarks.- 1.2 Weak convergence in Rm.-... more |
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Reflections on Russia
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American-Type Options: Stochastic Approximation Methods
The book gives a systematical presentation of stochastic approximation methods for models of America... more |
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Probability Theory - Collection of Problems: Collection of Problems
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