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Title: Higher order asymptotics for large deviations-Part II
Authors: Fernando, K
Hebbar, P
Keywords: large deviations;asymptotic expansions;weakly-dependent increments;stochastic processes;hypoellipticity
Issue Date: 9-Sep-2020
Publisher: World Scientific
Citation: Fernando, K. and Hebbar, P. (2020) 'Higher order asymptotics for large deviations-Part II', Stochastics and Dynamics, 21 (5), 2150025, pp. 1 - 17. doi: 10.1142/S0219493721500258.
Abstract: We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly-dependent increments. As a key example, we show that additive functionals of solutions of stochastic differential equations (SDEs) satisfying Hörmander condition on a d−dimensional compact manifold admit these asymptotic expansions of all orders.
Description: A preprint of this article is archived at arXiv:1907.11655v1 [math.PR], . It has not been certified by peer review. Free access is available online at: .
AMSC: 60F10, 60G51, 60H10
ISSN: 0219-4937
Other Identifiers: ORCiD: Kasun Fernando
Appears in Collections:Dept of Mathematics Research Papers

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