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Skorokhod space : ウィキペディア英語版
Càdlàg
In mathematics, a càdlàg (French "continue à droite, limite à gauche"), RCLL (“right continuous with left limits”), or corlol ("continuous on (the) right, limit on (the) left") function is a function defined on the real numbers (or a subset of them) that is everywhere right-continuous and has left limits everywhere. Càdlàg functions are important in the study of stochastic processes that admit (or even require) jumps, unlike Brownian motion, which has continuous sample paths. The collection of càdlàg functions on a given domain is known as Skorokhod space.
Two related terms are càglàd, standing for "continue à gauche, limite à droite", the left-right reversal of càdlàg, and càllàl for "continue à l'un, limite à l’autre" (continuous on one side, limit on the other side), for a function which is interchangeably either càdlàg or càglàd at each point of the domain. A more mellifluous English term is ricowil or, more whimsically, ricowilli, both terms standing for "right continuous with left limits".
==Definition==

Let be a metric space, and let . A function is called a càdlàg function if, for every ,
* the left limit exists; and
* the right limit exists and equals ''ƒ''(''t'').
That is, ''ƒ'' is right-continuous with left limits.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Càdlàg」の詳細全文を読む



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