Higher order asymptotics for large deviations — Part II

DOI10.1142/S0219493721500258zbMath1475.60058arXiv1907.11655MaRDI QIDQ5157732

Kasun Fernando, Pratima Hebbar

Publication date: 20 October 2021

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.11655

zbMATH Keywords

stochastic processesasymptotic expansionslarge deviationshypoellipticityweakly-dependent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items (1)

Large deviations for Markov jump processes in periodic and locally periodic environments

Cites Work

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• Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d'Anosov. (Limit theorems for a class of Markov chains and applications to Anosov diffeomorphisms)
• Lower bound for large deviations for an averaged SDE with a small diffusion
• Perturbation theory for linear operators.
• Spectral theory and limit theorems for geometrically ergodic Markov processes
• Large deviations for two scaled diffusions
• Asymptotic behavior of branching diffusion processes in periodic media
• On Deviations of the Sample Mean
• Some Large Deviation Results for Dynamical Systems

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