On local time at time varying curve (1810.09548v3)

Abstract: Let $ \left(X_{t} \right){t\geq 0} $ be a continuous semimartingale. Let $ L^{z}{t}\left(X\right) $ its family of local times. In \cite{YOR} Yor showed that the family $ \left( L^{z}_{t}\left(X\right) \right)_{ z \in \mathbb{R}, t \geq 0} $ has a version that is continuous in $t$, c`ad-l`ag in $z$. In this paper we extend this result by showing that for a 'regular' family of curves parametrized by $z$, the corresponding family of local times has a 'regular' version. This result was used in \cite{BENT} to prove a change of variable formula for continuous semimartingales.