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.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2019 Springer Science+Business Media, LLC, part of Springer Nature
About this chapter
Cite this chapter
Budhiraja, A., Dupuis, P. (2019). Models with Special Features. In: Analysis and Approximation of Rare Events. Probability Theory and Stochastic Modelling, vol 94. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-9579-0_13
Download citation
DOI: https://doi.org/10.1007/978-1-4939-9579-0_13
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4939-9577-6
Online ISBN: 978-1-4939-9579-0
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)