Browsing by Subject "60F10 (Primary) 60G51, 60H10 (Secondary)"

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    Higher order asymptotics for large deviations -- Part II
    Fernando, K; Hebbar, P
    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 H\"ormander condition on a $d-$dimensional compact manifold admit these asymptotic expansions of all orders.