Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes (Q1200251)

Let \(X\) be a strongly symmetric standard Markov process on a locally compact metric space \(S\) with 1-potential density \(u^ 1(x,y)\); \(\{L^ y_ t(t,y)\in\mathbb{R}^ +\times S\}\) be the local times of \(X\). And let \(G=\{G(y), y\in S\}\) be a centered Gaussian process with covariance \(u^ 1(x,y)\). It is shown that if one knows the exact local modulus of continuity for \(G\), then the corresponding ones can be easily obtained for the Markov process \(X\).