Higher order asymptotics for large deviations -- Part II
| dc.contributor.author | Fernando, K | |
| dc.contributor.author | Hebbar, P | |
| dc.date.accessioned | 2019-09-18T13:57:40Z | |
| dc.date.available | 2019-09-18T13:57:40Z | |
| dc.date.updated | 2019-09-18T13:57:39Z | |
| 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 H"ormander condition on a $d-$dimensional compact manifold admit these asymptotic expansions of all orders. | |
| dc.identifier.uri | ||
| dc.publisher | World Scientific Pub Co Pte Lt | |
| dc.subject | math.PR | |
| dc.subject | math.PR | |
| dc.subject | 60F10 (Primary) 60G51, 60H10 (Secondary) | |
| dc.title | Higher order asymptotics for large deviations -- Part II | |
| dc.type | Journal article | |
| duke.contributor.orcid | Hebbar, P|0000-0002-4938-7264 | |
| pubs.organisational-group | Trinity College of Arts & Sciences | |
| pubs.organisational-group | Duke | |
| pubs.organisational-group | Mathematics |
Files
Original bundle
1 - 1 of 1