On the completion of Skorokhod space

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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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
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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