右连左极过程,即右连左极函数,在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<tXs |
for every t is written as
| ΔXt=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 càglàd, lcrl 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 |