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Cadlag Function

A cadlag function is a function, defined on R or a subset of R, that is right continuous and has a left limit. The acronym cadlag comes from the French "continue à droite, limite à gauche," which translates to the English "right-continuous with left limits" (sometimes abbreviated "RCLL").

All continuous functions are "cadlag."

See also

Continuous Function

This entry contributed by Agnieszka Mazany

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References

Billingsley, P. Convergence of Probability Measures. New York: Wiley, p. 121, 1999.Davidson, J. "Cadlag Functions." §28 in Stochastic Limit Theory. Oxford, England: Oxford University Press, 1994.Pestman, W. R. "Measurability of Linear Operators in the Skorokhod Topology." Bull. Belg. Math. Soc. 2, 381-388, 1995. http://www.ulb.ac.be/assoc/bms/Bulletin/bul954/PESTMAN.PDF.

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Cadlag Function

Cite this as:

Mazany, Agnieszka. "Cadlag Function." From MathWorld--A Wolfram Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/CadlagFunction.html

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