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DC Field | Value | Language |
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dc.contributor.author | Fernando, K | - |
dc.contributor.author | Hebbar, P | - |
dc.date.accessioned | 2024-05-15T18:14:22Z | - |
dc.date.available | 2024-05-15T18:14:22Z | - |
dc.date.issued | 2020-09-09 | - |
dc.identifier | ORCiD: Kasun Fernando https://orcid.org/0000-0003-1489-9566 | - |
dc.identifier | 2150025 | - |
dc.identifier.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. | en_US |
dc.identifier.issn | 0219-4937 | - |
dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/29016 | - |
dc.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 It has not been certified by peer review.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 . | en_US |
dc.description | AMSC: 60F10, 60G51, 60H10 | - |
dc.description.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. | en_US |
dc.description.sponsorship | P. Hebbar was partially supported by the ARO grant W911NF1710419. | en_US |
dc.format.extent | 1 - 17 | - |
dc.format.medium | Print-Electronic | - |
dc.language | English | - |
dc.language.iso | en_US | en_US |
dc.publisher | World Scientific | en_US |
dc.relation.uri | https://arxiv.org/abs/1907.11655v1 | - |
dc.rights | Copyright © 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.uri | https://arxiv.org/licenses/nonexclusive-distrib/1.0/ | - |
dc.subject | large deviations | en_US |
dc.subject | asymptotic expansions | en_US |
dc.subject | weakly-dependent increments | en_US |
dc.subject | stochastic processes | en_US |
dc.subject | hypoellipticity | en_US |
dc.title | Higher order asymptotics for large deviations-Part II | en_US |
dc.type | Article | en_US |
dc.identifier.doi | https://doi.org/10.1142/S0219493721500258 | - |
dc.relation.isPartOf | Stochastics and Dynamics | - |
pubs.issue | 5 | - |
pubs.publication-status | Published | - |
pubs.volume | 21 | - |
dc.identifier.eissn | 1793-6799 | - |
dc.rights.holder | The Authors | - |
Appears in Collections: | Dept of Mathematics Research Papers |
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File | Description | Size | Format | |
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Preprint.pdf | Copyright © 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 kB | Adobe PDF | View/Open |
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