paper

Higher order asymptotics for large deviations -- Part II

arXiv:1907.11655 · doi:10.1142/S0219493721500258

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 dimensional compact manifold admit these asymptotic expansions of all orders.

17 pages

Higher order asymptotics for large deviations -- Part II · wovepaper