cadlag
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English[edit]
Etymology[edit]
Initialism, from French "continue à droite, limite à gauche".
Noun[edit]
cadlag (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.