On local time for the solution to a white noise driven heat equation
Probability
2016-08-04 v1
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.
Keywords
Cite
@article{arxiv.1608.01143,
title = {On local time for the solution to a white noise driven heat equation},
author = {Olga Izyumtseva},
journal= {arXiv preprint arXiv:1608.01143},
year = {2016}
}