Establishes a condition for existence of fractional derivatives of local times (Marchaud) in L^p for Gaussian processes with strong local nondeterminism, proves Hölder regularity in time/space and continuity in order, and shows necessity under extra assumptions via contour integration.
Yamada: On the fractional derivative of Brownian local times
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Fractional derivatives of local times for some Gaussian processes
Establishes a condition for existence of fractional derivatives of local times (Marchaud) in L^p for Gaussian processes with strong local nondeterminism, proves Hölder regularity in time/space and continuity in order, and shows necessity under extra assumptions via contour integration.