Reading List

1. J.-D. Deuschel and D. W. Stroock, Large Deviations (AMS).

2. A. Dembo and O. Zeitouni, Large Deviations Techniques and Applications, Stochastic Modelling and Applied Probability, (Springer).

3. S. N. Ethier and T. G. Kurtz: Markov Processes: Characterization and Convergence, Wiley Series in Probability and Statistics, (Wiley-Interscience).

4. D. W. Stroock and S.R.S Varadhan, Multidimensional Diffusion Processes, (Springer, 1979), Chapter 1.

1. P. Billingsley, Convergence of Probability Measures, Wiley Series in Probability and Statistics, (Wiley-Blackwell; 2nd Edition edition, 23 Aug 1999).

2. R. S. Ellis, Entropy, Large Deviations, and Statistical Mechanics, Classics in Mathematics, (Springer)