Càdlàg

In <a href="/facts/Mathematics/pxTouaz4">mathematics</a>, a càdlàg , RCLL ("right continuous with left limits"), or corlol ("continuous on (the) right, limit on (the) left") function is a function defined on the <a href="/facts/Real_number/R02gw5Pb">real numbers</a> (or a <a href="/facts/Subset/SJGERmbA">subset</a> of them) that is everywhere <a href="/facts/Right-continuous/sKbl02pB">right-continuous</a> and has left <a href="/facts/Limit_of_a_function/HFbQ69e5">limits</a> everywhere. Càdlàg functions are important in the study of <a href="/facts/Stochastic_processes/Ng1n1dnB">stochastic processes</a> that admit (or even require) jumps, unlike <a href="/facts/Brownian_motion/Th0g0wkr">Brownian motion</a>, which has continuous sample paths. The collection of càdlàg functions on a given <a href="/facts/Domain_of_a_function/FQvoeUpX">domain</a> 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 at each point of the domain is either càdlàg or càglàd.

Càdlàg open-in-new

Càdlàg