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cadlag

From Wiktionary, the free dictionary

English

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Etymology

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

Noun

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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.
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