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arxiv: math/0512599 · v2 · submitted 2005-12-27 · 🧮 math.PR

On the continuity of local times of Borel right Markov processes

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keywords localprocessescontinuitymarkovprocesstimesbarlowborel
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The problem of finding a necessary and sufficient condition for the continuity of the local times for a general Markov process is still open. Barlow and Hawkes have completely treated the case of the L\'{e}vy processes, and Marcus and Rosen have solved the case of the strongly symmetric Markov processes. We treat here the continuity of the local times of Borel right processes. Our approach unifies that of Barlow and Hawkes and of Marcus and Rosen, by using an associated Gaussian process, that appears as a limit in a CLT involving the local time process.

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