Smoothness of local times and self-intersection local times of Gaussian random fields

DOI10.1007/S11464-015-0487-6MaRDI QIDQ2355245zbMATH OpenOpenAlexFDO

Authors Zhenlong Chen, Dongsheng Wu, Y. Xiao

Publication date 21 July 2015

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.04776

zbMATH Keywords

collision local timesfractional Brownian motionGaussian random fieldslocal timesself-intersection local timesstochastic heat equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

Abstract: 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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Cited in

(17)

• Smoothness of Gaussian local times beyond the local nondeterminism
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• scientific article; zbMATH DE number 1222334 (Why is no real title available?)
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