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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/29016
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dc.contributor.authorFernando, K-
dc.contributor.authorHebbar, P-
dc.date.accessioned2024-05-15T18:14:22Z-
dc.date.available2024-05-15T18:14:22Z-
dc.date.issued2020-09-09-
dc.identifierORCiD: Kasun Fernando https://orcid.org/0000-0003-1489-9566-
dc.identifier2150025-
dc.identifier.citationFernando, 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.en_US
dc.identifier.issn0219-4937-
dc.identifier.urihttps://bura.brunel.ac.uk/handle/2438/29016-
dc.descriptionA 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 It has not been certified by peer review.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 .en_US
dc.descriptionAMSC: 60F10, 60G51, 60H10-
dc.description.abstractWe 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.en_US
dc.description.sponsorshipP. Hebbar was partially supported by the ARO grant W911NF1710419.en_US
dc.format.extent1 - 17-
dc.format.mediumPrint-Electronic-
dc.languageEnglish-
dc.language.isoen_USen_US
dc.publisherWorld Scientificen_US
dc.relation.urihttps://arxiv.org/abs/1907.11655v1-
dc.rightsCopyright © 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.-
dc.rights.urihttps://arxiv.org/licenses/nonexclusive-distrib/1.0/-
dc.subjectlarge deviationsen_US
dc.subjectasymptotic expansionsen_US
dc.subjectweakly-dependent incrementsen_US
dc.subjectstochastic processesen_US
dc.subjecthypoellipticityen_US
dc.titleHigher order asymptotics for large deviations-Part IIen_US
dc.typeArticleen_US
dc.identifier.doihttps://doi.org/10.1142/S0219493721500258-
dc.relation.isPartOfStochastics and Dynamics-
pubs.issue5-
pubs.publication-statusPublished-
pubs.volume21-
dc.identifier.eissn1793-6799-
dc.rights.holderThe Authors-
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