Smoothness of Local Times and Self-Intersection Local Times of Gaussian Random Fields
Probability
2015-04-21 v1
Abstract
This paper is concerned with the smoothness (in the sense of Meyer-Watanabe) of the local times of Gaussian random fields. Sufficient and necessary conditions for the existence and smoothness of the local times, collision local times, and self-intersection local times are established for a large class of Gaussian random fields, including fractional Brownian motions, fractional Brownian sheets and solutions of stochastic heat equations driven by space-time Gaussian noise.
Keywords
Cite
@article{arxiv.1504.04776,
title = {Smoothness of Local Times and Self-Intersection Local Times of Gaussian Random Fields},
author = {Zhenlong Chen and Dongsheng Wu and Yimin Xiao},
journal= {arXiv preprint arXiv:1504.04776},
year = {2015}
}