Càdlàg (nonfiction)
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.
In the News
Fiction cross-reference
Nonfiction cross-reference
- Mathematician (nonfiction)
- Mathematics (nonfiction)
- Anatoliy Skorokhod (nonfiction) - Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011) was a Soviet and Ukrainian mathematician, and an academician of the National Academy of Sciences of Ukraine from 1985 to his death in 2011. His scientific works are on the theory of stochastic differential equations, limit theorems of random processes, distributions in infinite-dimensional spaces, statistics of random processes and Markov processes.
External links
- Càdlàg @ Wikipedia