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arXiv · 1608.01143

On local time for the solution to a white noise driven heat equation

Olga Izyumtseva
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Abstract

In this article we discuss the existence of local time for a class of Gaussian processes which appears as the solutions to some stochastic evolution equations. We show that on small intervals such processes are Gaussian integrators generated by a continuously invertible operators. This allows us to conclude that the considered processes have a local time on any finite interval with respect to spatial variable.

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Olga Izyumtseva. 2016-08-03. On local time for the solution to a white noise driven heat equation. https://arxiv.org/abs/1608.01143

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