  We prove a general result on a relationship between a limit of normalized
numbers of interval crossings by a c\`adl\`ag path and an occupation measure
associated with this path.
  Using this result we define local times of fractional Brownian motions
(classically defined as densities of relevant occupation measure) as weak
limits of properly normalized numbers of interval crossings.
  We also discuss a similar result for c\`adl\`ag semimartingales, in
particular for alpha-stable processes, and for Rosenblatt processes, and
provide natural examples of deterministic paths which possess quadratic or
higher order variation but no local times.

Probability;Functional Analysis