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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], https://arxiv.org/abs/1907.11655v1 . It has not been certified by peer review. Free access is available online at: https://www.worldscientific.com/doi/abs/10.1142/S0219493721500258 . AMSC: 60F10, 60G51, 60H10 |
URI: | https://bura.brunel.ac.uk/handle/2438/29016 |
DOI: | https://doi.org/10.1142/S0219493721500258 |
ISSN: | 0219-4937 |
Other Identifiers: | ORCiD: Kasun Fernando https://orcid.org/0000-0003-1489-9566 2150025 |
Appears in Collections: | Dept of Mathematics Research Papers |
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