So, I was just introduced to the Klein-Gordon equation. I've been asked to derive the continuity equation for charge density and current density. I am having trouble understanding this. If I were to derive a continuity equation involving charge, doesn't this say that charge is conserved locally? Obviously, I am confused. My current thinking says that charge cannot be locally conserved in quantum mechanics since things "jump" around and tunnel. However, I suppose I could also make the same argument about probability conservation---yet we do believe that probability is conserved in quantum mechanics. Could someone elighten me with a general discussion on this topic?