# Local Times of Gaussian Processes

## TL;DR

This paper develops a comprehensive framework for defining and analyzing local times of a broad class of Gaussian processes with integral representations, including fractional Brownian motion and multifractional processes, using white noise calculus.

## Contribution

It introduces a unified approach to define and study local times of Gaussian processes with integral representations, extending existing results and providing occupation time formulas.

## Key findings

- Established a Tanaka formula for Gaussian processes with integral representations.
- Defined weighted and non-weighted local times for these processes.
- Compared new results with existing literature on Gaussian local times.

## Abstract

The aim of this work is to define and perform a study of local times of all Gaussian processes that have an integral representation over a real interval (that maybe infinite). Very rich, this class of Gaussian processes, contains Volterra processes (and thus fractional Brownian motion), multifractional Brownian motions as well as processes, the regularity of which varies along the time. Using the White Noise-based anticipative stochastic calculus with respect to Gaussian processes developed in [Leb17], we first establish a Tanaka formula. This allows us to define both weighted and non-weighted local times and finally to provide occupation time formulas for both these local times. A complete comparison of the Tanaka formula as well as the results on Gaussian local times we present here, is made with the ones proposed in [MV05, LN12, SV14].