Derivatives of local times for some Gaussian fields

DOI10.1016/j.jmaa.2019.123716zbMath1443.60038arXiv1905.09631OpenAlexW2989885951WikidataQ126653180 ScholiaQ126653180MaRDI QIDQ2287329

Yanyan Li

Publication date: 20 January 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.09631

zbMATH Keywords

Hölder continuityGaussian fieldslocal nondeterminism propertyderivatives of local time

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (7)

Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process ⋮ Derivative for the intersection local time of two independent fractional Brownian motions ⋮ Higher-order derivative of self-intersection local time for fractional Brownian motion ⋮ Self-intersection local time derivative for systems of non-linear stochastic heat equations ⋮ Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion ⋮ Derivatives of local times for some Gaussian fields. II ⋮ Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion

Cites Work

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• Regularity of intersection local times of fractional Brownian motions
• A local time analysis of intersections of Brownian paths in the plane
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• Limit theorems for functionals of two independent Gaussian processes
• Approximation of fractional local times: zero energy and derivatives
• Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
• Higher-order derivative of intersection local time for two independent fractional Brownian motions
• Intersection local time for two independent fractional Brownian motions

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