Higher order asymptotics for large deviations -- Part II

Journal Article

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.

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Duke Authors

Cited Authors

  • Fernando, K; Hebbar, P