부산대학교 도서관

LetX be a strongly symmetric standard Markov process on a locally compact metric spaceS with 1-potential densityu1(x, y). Let {Lty, (t, y)?R+×S} denote the local times ofX and letG={G(y), y?S} be a mean zero Gaussian process with covarianceu1(x, y). In this paper results about the moduli of continuity ofG are carried over to give similar moduli of continuity results aboutLty considered as a function ofy. Several examples are given with particular attention paid to symmetric Lévy processes.