Abstract
Given a (2,d)-Gaussian field Z={Z(t,s)=XtH1−X˜sH2,s,t≥0},where XH1 and X˜H2 are independent d-dimensional centered Gaussian processes satisfying certain properties, we will give a necessary condition for existence of derivatives of the local time of Z at x∈Rd, this condition is also sufficient when XH1 and X˜H2 satisfy the local nondeterminism property.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
