On the continuity of local times of Borel right Markov processes
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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