Math @ Duke
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Publications [#352643] of Pratima Hebbar
Papers Published
- 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.
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