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arxiv: 1504.04776 · v1 · pith:IQPRHY4Cnew · submitted 2015-04-18 · 🧮 math.PR

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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