Let X be a locally compact topological space. I need to prove that if $M\subset X$ is a locally compact subspace of X then there exist $U,F\subset X$ such that U is open and F is closed, and $M=U\cap F$. It can be assumed that for every open $x\in V$ there exist an open subset U such that $x \in U \subset \overline U \subset V$ and $\overline U$ is compact.
My thoughts about the problem are that for every $x\in M$ and for every neighborhood $x\in V_x$ there exist an open neighborhood $U_x$ in M such that $x\in U_x\subset \overline U_x \subset V_x$ and $\overline U_x$ is compact and closed in M. So there exist an open subset $Z_x\subset X$ such that $U_x = Z_x\cap M$. I can take $U = \bigcup _{x\in M}Z_x $, then U is open in X, but i was having trouble finding the closed set F. I thought to take $F = \overline {\bigcup _{x\in M}U_x}$, that is closure in X. Now $M\subset U\cap F$, but I haven't succeeded in showing that $M\supset U\cap F$, maybe that's not even true.
Thanks!