Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/29016
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 It has not been certified by peer review.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

Files in This Item:
File Description SizeFormat 
Preprint.pdfCopyright © 2019 The Authors. the submitter granted the following license to arXiv.org on submission of an article: I grant arXiv.org a perpetual, non-exclusive license to distribute this article. I certify that I have the right to grant this license. I understand that submissions cannot be completely removed once accepted. I understand that arXiv.org reserves the right to reclassify or reject any submission.220.95 kBAdobe PDFView/Open


Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.