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Higher order asymptotics for large deviations — Part II
Stochastics and Dynamics  (IF0.98),  Pub Date : 2020-09-09, DOI: 10.1142/s0219493721500258
Kasun Fernando, Pratima Hebbar

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.