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Models with Special Features

  • Amarjit BudhirajaEmail author
  • Paul Dupuis
Chapter
Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 94)

Abstract

Chapters 8 through 12 considered representations in continuous time and their application to large and moderate deviation analyses of finite and infinite dimensional systems described by stochastic differential equations. In this chapter we complete our study of continuous time processes by considering additional problems with features that benefit from a somewhat different use of the representations and/or weak convergence arguments.

Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of Statistics and Operations ResearchUniversity of North CarolinaChapel HillUSA
  2. 2.Division of Applied MathematicsBrown UniversityProvidenceUSA

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