当前位置: X-MOL 学术Stoch. Dyn. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Higher order asymptotics for large deviations — Part II
Stochastics and Dynamics ( IF 0.8 ) Pub Date : 2020-09-09 , DOI: 10.1142/s0219493721500258
Kasun Fernando 1 , Pratima Hebbar 2
Affiliation  

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.

中文翻译:

大偏差的高阶渐近——第二部分

我们获得了具有弱依赖增量的连续时间随机过程的大偏差原理 (LDP) 的渐近展开。作为一个关键示例,我们展示了满足 Hörmander 条件的随机微分方程 (SDE) 解的加性泛函d维紧流形承认所有阶的这些渐近展开。
更新日期:2020-09-09
down
wechat
bug