Local times of anisotropic Gaussian random fields and stochastic heat equation

• Published in: arXiv.org
• Main Authors: Cheuk Yin Lee, Xiao, Yimin
• Format: Paper
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 30.10.2023
• Subjects: Estimates; Fields (mathematics); Random noise; Stochastic processes; Thermodynamics; Voronoi graphs

We study the local times of a large class of Gaussian random fields satisfying strong local nondeterminism with respect to an anisotropic metric. We establish moment estimates and H\"{o}lder conditions for the local times of the Gaussian random fields. Our key estimates rely on geometric proper...