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On the completion of Skorokhod space

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posted on 2023-06-09, 21:39 authored by Mikhail Lifshits, Vladislav VysotskiyVladislav Vysotskiy
We consider the classical Skorokhod space D[0,1] and the space of continuous functions C[0,1] equipped with the standard Skorokhod distance ?. It is well known that neither (D[0,1],?) nor (C[0,1],?) 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".

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Publication status

  • Published

File Version

  • Published version

Journal

Electronic Communications in Probability

ISSN

1083-589X

Publisher

Institute of Mathematical Statistics

Issue

a66

Volume

25

Page range

1-10

Pages

10.0

Department affiliated with

  • Mathematics Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2020-09-23

First Open Access (FOA) Date

2020-09-23

First Compliant Deposit (FCD) Date

2020-09-22

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