cadlag

English

Etymology

Initialism, from French "continue à droite, limite à gauche".

Noun

cadlag (plural cadlags)

1. (mathematics) A function that is right continuous and has a left limit.
   • 2015, Gaoyue Guo, Xiaolu Tan, Nizar Touzi, “Tightness and duality of martingale transport on the Skorokhod space”, in arXiv‎^[1]:

     In this paper we consider the continuous-time martingale transport on the Skorokhod space of cadlag paths.