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On the completion of Skorokhod space
journal contribution
posted on 2023-06-09, 21:39 authored by Mikhail Lifshits, Vladislav VysotskiyVladislav VysotskiyWe 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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- Published
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- Published version
Journal
Electronic Communications in ProbabilityISSN
1083-589XPublisher
Institute of Mathematical StatisticsExternal DOI
Issue
a66Volume
25Page range
1-10Pages
10.0Department affiliated with
- Mathematics Publications
Full text available
- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2020-09-23First Open Access (FOA) Date
2020-09-23First Compliant Deposit (FCD) Date
2020-09-22Usage metrics
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