cadlag
English
editEtymology
editInitialism, from French "continue à droite, limite à gauche".
Noun
editcadlag (plural cadlags)
- (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.