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arXiv · 2010.11626

Derivatives of local times for some Gaussian fields II

Minhao Hong·Fangjun Xu
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Abstract

Given a $(2,d)$-Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\tilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where $X^{H_1}$ and $\tilde{X}^{H_2}$ are independent $d$-dimensional centered Gaussian processes satisfying certain properties, we will give the necessary condition for existence of derivatives of the local time of $Z$.

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Minhao Hong, Fangjun Xu. 2020-10-22. Derivatives of local times for some Gaussian fields II. https://arxiv.org/abs/2010.11626

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