Derivatives of local times for some Gaussian fields II
Probability
2020-10-23 v1
Abstract
Given a -Gaussian field where and are independent -dimensional centered Gaussian processes satisfying certain properties, we will give the necessary condition for existence of derivatives of the local time of .
Cite
@article{arxiv.2010.11626,
title = {Derivatives of local times for some Gaussian fields II},
author = {Minhao Hong and Fangjun Xu},
journal= {arXiv preprint arXiv:2010.11626},
year = {2020}
}