H\"older Conditions of Local Times and Exact Moduli of non-differentiability for Spherical Gaussian fields
Xiaohong Lan, Yimin Xiao

TL;DR
This paper studies the local times and non-differentiability properties of spherical Gaussian fields, extending Gaussian local time analysis methods to the spherical setting using recent strong local nondeterminism results.
Contribution
It introduces a novel approach to analyze local times and moduli of nondifferentiability for spherical Gaussian fields, leveraging recent advances in strong local nondeterminism.
Findings
Established H"older conditions for local times
Derived exact moduli of non-differentiability
Extended Gaussian local time methods to spherical fields
Abstract
This paper investigate the local times and modulus of nondifferentiability of the spherical Gaussian random fields. We extend the methods for studying the local times of Gaussian to the spherical setting. The new main ingredient is the property of strong local nondeterminism established recently in Lan et al (2018).
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling
