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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 H"ormander condition on a dimensional compact manifold admit these asymptotic expansions of all orders.

生成讲解博客的中文版本

生成AI智能校验的中文版本