Derivatives of local times for some Gaussian fields II
Abstract
Given a $(2,d)$-Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\tilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where $X^{H_1}$ and $\tilde{X}^{H_2}$ are independent $d$-dimensional centered Gaussian processes satisfying certain properties, we will give the necessary condition for existence of derivatives of the local time of $Z$.
- Publication:
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arXiv e-prints
- Pub Date:
- October 2020
- DOI:
- 10.48550/arXiv.2010.11626
- arXiv:
- arXiv:2010.11626
- Bibcode:
- 2020arXiv201011626H
- Keywords:
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- Mathematics - Probability