Higher-order Derivative Local Time for Fractional Ornstein-Uhlenbeck Processes

Jingjun Guo, Yanping Xiao

In this article, existence of the $k$-th order derivatives of local time ${\hat{\alpha }}^{(k)}(x,t)$ is considered for two d-dimensional fractional Ornstein-Uhlenbeck processes $X^{H_1…