On the completion of Skorokhod space
Probability
2020-09-18 v2 Functional Analysis
Abstract
We consider the classical Skorokhod space and the space of continuous functions equipped with the standard Skorokhod distance . It is well known that neither nor is complete. We provide an explicit description of the corresponding completions. The elements of these completions can be regarded as usual functions on except for a countable number of instants where their values vary "instantly".
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