Derivatives of local times for some Gaussian fields. II

DOI10.1016/j.spl.2021.109063zbMath1476.60070arXiv2010.11626OpenAlexW3129884087MaRDI QIDQ2244496

Yanyan Li

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.11626

zbMATH Keywords

Gaussian fieldsnecessary conditionderivatives of local time

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) (L^p)-limit theorems (60F25)

Related Items (2)

Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process ⋮ Self-intersection local time derivative for systems of non-linear stochastic heat equations

Cites Work

• Regularity of intersection local times of fractional Brownian motions
• Sub-fractional Brownian motion and its relation to occupation times
• Limit theorems for functionals of two independent Gaussian processes
• Derivatives of local times for some Gaussian fields
• Higher-order derivative of intersection local time for two independent fractional Brownian motions
• Intersection local time for two independent fractional Brownian motions
• Unnamed Item

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