cadlagrightcontinuous
Cadlagrightcontinuous is a term used to describe a class of functions that are central in analysis and probability theory. It is short for the French phrase “continue à droite, limites à gauche,” commonly rendered in English as “right-continuous with left limits.” A function is càdlàg (or cadlag) on a real interval if it is right-continuous at every point and, at every point, has a finite left-hand limit. In more precise terms, for a function f defined on [0, ∞) or an interval, for each t in the domain the right-hand limit lim_{s↓t} f(s) exists and equals f(t), and the left-hand limit lim_{s↑t} f(s) exists (often denoted f(t−)).
The concept generalizes to functions taking values in metric spaces and is widely used to describe sample
Common examples include step functions that are constant between jump times, and the sample paths of a
In analysis and topology, the space of càdlàg functions on an interval, often denoted D([0, T], R)