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Let $X$ be a topological space (I'm interested in the case of $X$ being a complex algebraic variety with the Zariski topology) and $Z$ a constructible subset (i.e. a finite union of locally closed ...

In "Differential operators on the flag varieties" (http://www.numdam.org/article/AST_1981__87-88__43_0.pdf) by Brylinski, he uses on page 53 a Künneth formula for local cohomology with ...