Publications [#352643] of Pratima Hebbar

Papers Published

1. Fernando, K; Hebbar, P, Higher order asymptotics for large deviations-Part II, Stochastics and Dynamics, vol. 21 no. 5 (August, 2021) [doi]
   (last updated on 2022/08/06)

   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.