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Changed last line of introduction. Added explanations in definition of presheaf $\mathcal F$
Georges Elencwajg
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Dear Daniel, the reason you couldn't find a proof of your statement nor locate one in the literature is that it is false ; so you were quite right to "have doubts now" ! Here are two (essentially equivalent) statements that hopefully clarify the situation.

I) Given a presheaf $\mathcal F$ on a topological space, it is not true that there exists a non-empty open subset $U\subset X$ such that the restriction $\mathcal F |U$ is a sheaf.

For example take $X=\mathbb R$ and define the presheaf $\mathcal F$ by $\mathcal F(V)= \mathbb Z$ for all open $V\subset \mathbb R$ (constant presheaf on $\mathbb R$ with values in $\mathbb Z$). Since every open $U$ contains disjoint open subsets, the restriction $\mathcal F |U$ is never a sheaf.

II) Given a presheaf $\mathcal F$ on a topological space and its sheafification
$\mathcal F \to \mathcal F'$ it is not true that there exists a non-empty open subset $U\subset X$ such that the restricted morphism $\mathcal F |U \to \mathcal F'|U$ is an isomorphism of presheaves.

In the preceding example the sheafification $\mathcal F'$ is the sheaf of locally constant $\mathbb Z $-valued functions and again for every $U\subset \mathbb R$ you will find disjoint open intervals $I_1,I_2 \subset U$ for which $\mathcal F(I_1\sqcup I_2)= \mathbb Z \neq \mathcal F'(I_1\sqcup I_2)= \mathbb Z^2$ . So the restricted morphism $\mathcal F |U \to \mathcal F'|U$ is not an isomorphism of presheaves.

Conclusion I find it ambiguous, as proved by this very question, to call a morphism of sheaves a "local isomorphism" if it is an isomorphism on the stalks. I don't know how widespread this usage is but in my opinion people using it should warn their readers if they decide to adopt it. On the other hand, I must concede that everybody (myself included) calls $\mathcal F'$ a constant sheaf. This terminology also seems a little misleading but it is firmly entranched now and is here to stay.

Georges Elencwajg
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