On local time for the solution to a white noise driven heat equation
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🧮 math.PR
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localprocessestimegaussianallowsappearsarticleclass
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In this article we discuss the existence of local time for a class of Gaussian processes which appears as the solutions to some stochastic evolution equations. We show that on small intervals such processes are Gaussian integrators generated by a continuously invertible operators. This allows us to conclude that the considered processes have a local time on any finite interval with respect to spatial variable.
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