右连左极过程,即右连左极函数,布朗运动具有连续的样本轨道。给定定义域上的右连左极函数的集合称为斯科罗霍德空间(Skorokhod space)。

A càdlàg process modifications.

Given a càdlàg process t ranging over the nonnegative real numbers, its left limits are often denoted by

  Xt-=lims→t,s<t⁡Xs  

for every t is written as

  Δ⁢Xt=Xt-Xt-.  

Alternative terms used to refer to a càdlàg process are rcll (right-continuous with left limits), R-process and right-process.

Although used less frequently, a process whose paths are almost surely left-continuous with right limits everywhere are known as càglàdlcrl or L-processes.

Title càdlàg process
Canonical name CadlagProcess
Date of creation 2013-03-22 18:36:36
Last modified on 2013-03-22 18:36:36
Owner gel (22282)
Last modified by gel (22282)
Numerical id 7
Author gel (22282)
Entry type Definition
Classification msc 60G07
Synonym cadlag process
Synonym rcll process
Synonym R-process
Synonym right-process
Related topic UcpConvergenceOfProcesses
Defines cadlag
Defines rcll
Defines R-process
Defines right-process
Defines càglàd
Defines lcrl
Defines L-process

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