Dear Ugur Ayan,

Here are references to several papers and a book that might be relevant to your need

Bordes, A., Ertekin, S., Weston, J., & Bottou, L. (2005). Fast kernel classifiers with online and active learning. The Journal of Machine Learning Research, 6, 1579-1619.‏

Evgeniou, T., Micchelli, C. A., Pontil, M., & Shawe-Taylor, J. (2005). Learning multiple tasks with kernel methods. Journal of Machine Learning Research,6(4).‏

Kivinen, J. (2003). Online learning of linear classifiers. In Advanced lectures on machine learning (pp. 235-257). Springer Berlin Heidelberg.‏

Orabona, F., Jie, L., & Caputo, B. (2010, June). Online-batch strongly convex multi kernel learning. In Computer Vision and Pattern Recognition (CVPR), 2010 IEEE Conference on (pp. 787-794). IEEE.‏

Cristianini, N., & Shawe-Taylor, J. (2000). An introduction to support vector machines and other kernel-based learning methods. Cambridge university press.‏

Best!

Yaakov