Smoothness of Local Times and Self-Intersection Local Times of Gaussian Random Fields
classification
🧮 math.PR
keywords
localtimesgaussianfieldsrandomsmoothnessbrownianfractional
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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.
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