TY - JOUR
T1 - Derivatives of local times for some Gaussian fields II
AU - Hong, Minhao
AU - Xu, Fangjun
N1 - Publisher Copyright:
© 2021 Elsevier B.V.
PY - 2021/5
Y1 - 2021/5
N2 - Given a (2,d)-Gaussian field Z={Z(t,s)=XtH1−X˜sH2,s,t≥0},where XH1 and X˜H2 are independent d-dimensional centered Gaussian processes satisfying certain properties, we will give a necessary condition for existence of derivatives of the local time of Z at x∈Rd, this condition is also sufficient when XH1 and X˜H2 satisfy the local nondeterminism property.
AB - Given a (2,d)-Gaussian field Z={Z(t,s)=XtH1−X˜sH2,s,t≥0},where XH1 and X˜H2 are independent d-dimensional centered Gaussian processes satisfying certain properties, we will give a necessary condition for existence of derivatives of the local time of Z at x∈Rd, this condition is also sufficient when XH1 and X˜H2 satisfy the local nondeterminism property.
KW - Derivatives of local time
KW - Gaussian fields
KW - Necessary condition
UR - https://www.scopus.com/pages/publications/85101651876
U2 - 10.1016/j.spl.2021.109063
DO - 10.1016/j.spl.2021.109063
M3 - 文章
AN - SCOPUS:85101651876
SN - 0167-7152
VL - 172
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
M1 - 109063
ER -