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Lifshits, Mikhail and Vysotsky, Vladislav (2020) On the completion of Skorokhod space. Electronic Communications in Probability, 25 (a66). pp. 1-10. ISSN 1083-589X
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Official URL: https://dx.doi.org/10.1214/20-ECP346
Abstract
We consider the classical Skorokhod space D[0,1] and the space of continuous functions C[0,1] equipped with the standard Skorokhod distance ρ.
It is well known that neither (D[0,1],ρ) nor (C[0,1],ρ) is complete. We provide an explicit description of the corresponding completions. The elements of these completions can be regarded as usual functions on [0,1] except for a countable number of instants where their values vary “instantly".
Item Type: | Article |
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Schools and Departments: | School of Mathematical and Physical Sciences > Mathematics |
SWORD Depositor: | Mx Elements Account |
Depositing User: | Mx Elements Account |
Date Deposited: | 23 Sep 2020 14:45 |
Last Modified: | 23 Sep 2020 15:00 |
URI: | http://sro.sussex.ac.uk/id/eprint/93920 |
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