Applications and issues application to learning, state dependent noise and queueing applications to signal processing and adaptive control mathematical background convergence with probability one, introduction weak convergence methods for general algorithms applications, proofs of convergence rate of convergence averaging of the iterates distributed/decentralized and asynchronous algorithms.Expand

By means of weak convergence methods, it is shown that the multistage algorithms via averaging have asymptotically optimal convergence speed and are efficient procedures.Expand

This paper is concerned with fast Fourier transform (FFT) approach to option valuation,
where the underlying asset price is governed by a regime-switching geometric Brownian motion.
An FFT method… Expand