English

On the completion of Skorokhod space

Probability 2020-09-18 v2 Functional Analysis

Abstract

We consider the classical Skorokhod space D[0,1]D[0,1] and the space of continuous functions C[0,1]C[0,1] equipped with the standard Skorokhod distance ρ\rho. It is well known that neither (D[0,1],ρ)(D[0,1],\rho) nor (C[0,1],ρ)(C[0,1],\rho) 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][0,1] except for a countable number of instants where their values vary "instantly".

Keywords

Cite

@article{arxiv.2003.10787,
  title  = {On the completion of Skorokhod space},
  author = {Mikhail Lifshits and Vladislav Vysotsky},
  journal= {arXiv preprint arXiv:2003.10787},
  year   = {2020}
}

Comments

This version will be published in Electronic Communications in Probability