On the continuity of local times of Borel right Markov processes (Q2370092)
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English | On the continuity of local times of Borel right Markov processes |
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On the continuity of local times of Borel right Markov processes (English)
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22 June 2007
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The question of the joint continuity of the local times of Borel right processes is considered. The authors extend to this setting the result of \textit{M. T. Barlow} and \textit{J. Hawkes} [C. R. Acad. Sci., Paris, Sér. I 301, 237--239 (1985; Zbl 0584.60087)] for Lévy processes and of \textit{M. B. Marcus} and \textit{J. Rosen} [Lévy processes. Theory and applications. Boston: Birkhäuser. 67--88 (2001; Zbl 0988.60026)] for strongly symmetric Markov processes. An important connection between the conditions for the continuity of local times of Markov processes and a necessary and sufficient condition for the continuity of some Gaussian process is pointed out. This Gaussian process is obtained as a limit in a central limit theorem involving the local time process. In proving the results, the authors use properties of some pseudo-metric connected to the potential density of the considered Borel process.
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Markov processes
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local time
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central limit theorem
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Gaussian processes
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