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For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…

Probability · Mathematics 2020-03-10 Kasun Fernando , Pratima Hebbar

This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…

Probability · Mathematics 2021-02-23 Shihu Li , Wei Liu , Yingchao Xie

We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…

Statistical Finance · Quantitative Finance 2025-02-12 Carsten H. Chong , Viktor Todorov

We derive high-order terms in the asymptotic expansions of the steady-state voltage potentials in the presence of a finite number of diametrically small inhomogeneities with conductivities different from the background conductivity. Our…

Mathematical Physics · Physics 2007-05-23 Habib Ammari , Hyeonbae Kang

The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random…

Probability · Mathematics 2023-06-21 Patrick Cattiaux , Laetitia Colombani , Manon Costa

The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…

Probability · Mathematics 2022-12-27 Ankit Kumar , Manil T. Mohan

In this paper, we derive new asymptotic expansions for the solutions of higher order elliptic equations in the presence of small inclusions. As a byproduct, we derive a topological derivative based algorithm for the reconstruction of…

Analysis of PDEs · Mathematics 2020-01-01 Andrea Aspri , Elena Beretta , Otmar Scherzer , Monika Muszkieta

In this paper, our main goal is to achieve the high-order asymptotic expansion of solutions to $\sigma$-evolution equations with different damping types in the $L^2$ framework. Throughout this, we observe the influence of parabolic like…

Analysis of PDEs · Mathematics 2025-02-13 Dinh Van Duong , Tuan Anh Dao

We consider the asymptotic behavior of the multidimensional Laplace-type integral with a perturbed phase function. Under suitable assumptions, we derive a higher-order asymptotic expansion with an error estimate, generalizing some previous…

Classical Analysis and ODEs · Mathematics 2025-12-11 Ikki Fukuda , Yoshiki Kagaya , Yuki Ueda

A new approach to the problem of finding the asymptotical behaviour of large orders of semiclassical expansion is suggested. Asymptotics of high orders not only for eigenvalues, but also for eigenfunctions, are constructed. Thus, one can…

Quantum Physics · Physics 2009-09-25 O. Yu. Shvedov

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…

Probability · Mathematics 2016-07-05 Mohammud Foondun , Leila Setayeshgar

In this paper, it is proved that, in a dual context, asymptotic expansions of ordinary linear time-differential equations which possess limiting equations to their limiting equations might be obtained by first discretizing them and then…

Classical Analysis and ODEs · Mathematics 2008-03-28 M. De la Sen

We study the large deviations principle (LDP) for stationary solutions of a class of stochastic differential equations (SDE) in infinite time intervals by the weak convergence approach, and then establish the LDP for the invariant measures…

Probability · Mathematics 2022-06-07 Peipei Gao , Yong Liu , Yue Sun , Zuohuan Zheng

We investigate the large deviation principle (LDP) of the stationary solutions of stochastic functional differential equations (SFDEs) with infinite delay under small random perturbation. First, we demonstrate the existence and uniqueness…

Probability · Mathematics 2026-05-18 Yong Liu , Bin Tang

Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.

Probability · Mathematics 2013-12-10 Sergio Albeverio , Boubaker Smii

In the past few years we have derived asymptotic expansions for lambda_d of the dimer problem and lambda_d(p) of the monomer-dimer problem. The many expansions so far computed are collected herein. We shine a light on results in two…

Mathematical Physics · Physics 2013-02-18 Paul Federbush

We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…

Probability · Mathematics 2022-01-04 Diancong Jin , Ziheng Chen , Tau Zhou

This is the first of a two-part paper which determines necessary and sufficient conditions on the asymptotic behaviour of forcing functions so that the solutions of additively pertubed linear differential equations obey certain growth or…

Classical Analysis and ODEs · Mathematics 2024-10-23 John A. D. Appleby , Emmet Lawless

We prove large deviation principles (LDP) for the invariant measures of the multiclass totally asymmetric simple exclusion process (TASEP) and the multiclass Hammersely-Aldous-Diaconis (HAD) process on a torus. The proof is based on a…

Probability · Mathematics 2008-01-29 Davide Gabrielli
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