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math.PR2024
Exact convergence rates to derivatives of local time for some self-similar Gaussian processes
Minhao Hong
In this article, for some dimensional Gaussian processes \[X=\big\{X_t=(X^1_t,\cdots,X^d_t):t\ge0\big\},\] whose components are i.i.d. dimensional self-similar Gaussian pro…
math.PR2024
Fractional derivatives of local times for some Gaussian processes
Minhao Hong, Qian Yu
In this article, we consider fractional derivatives of local time for dimensional centered Gaussian processes satisfying certain strong local nondeterminism property. We first…