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In [[Mathematics (nonfiction)|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'''. | In [[Mathematics (nonfiction)|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 number (nonfiction)|real numbers]] (or a [[Subset (nonfiction)|subset]] of them) that is everywhere right-continuous and has left limits everywhere. Càdlàg functions are important in the study of [[Stochastic process (nonficton)|stochastic processes]] that admit (or even require) jumps, unlike [[Brownian motion (nonfiction)|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. | 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. | ||
Revision as of 17:40, 18 June 2020
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.
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External links
- Càdlàg @ Wikipedia