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Heunis, Andrew J. - Department of Electrical and Computer Engineering, University of Waterloo
LAW OF THE ITERATED LOGARITHM FOR A CONSTANT-GAIN LINEAR STOCHASTIC GRADIENT ALGORITHM
On the Innovations Conjecture of Nonlinear Filtering with Dependent Data 1
E&CE 784 -STATS 902: Introduction to Stochastic Calculus, Winter Term 2011 Instructor: Andrew Heunis (E&CE and STATS)
DOI: 10.1007/s00245-003-0772-8 Appl Math Optim 48:93128 (2003)
Notes on Stochastic Calculus E&CE 784, STAT 902
Stochastic Processes and their Applications 104 (2003) 5780 www.elsevier.com/locate/spa
CONVEX DUALITY IN CONSTRAINED MEAN-VARIANCE PORTFOLIO OPTIMIZATION 1
ON THE POISSON EQUATION FOR SINGULAR DIFFUSIONS 1
On Uniqueness of Solutions for the Stochastic Differential Equations of Nonlinear Filtering 1 2
CONVEX DUALITY IN CONSTRAINED MEAN-VARIANCE PORTFOLIO OPTIMIZATION
