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.
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