Standard

On the completion of skorokhod space. / Lifshits, Mikhail; Vysotsky, Vladislav.

In: Electronic Communications in Probability, Vol. 25, 66, 2020, p. 1-10.

Research output: Contribution to journal › Article › peer-review

Harvard

Lifshits, M & Vysotsky, V 2020, 'On the completion of skorokhod space', Electronic Communications in Probability, vol. 25, 66, pp. 1-10. https://doi.org/10.1214/20-ECP346

APA

Lifshits, M., & Vysotsky, V. (2020). On the completion of skorokhod space. Electronic Communications in Probability, 25, 1-10. [66]. https://doi.org/10.1214/20-ECP346

Vancouver

Lifshits M, Vysotsky V. On the completion of skorokhod space. Electronic Communications in Probability. 2020;25:1-10. 66. https://doi.org/10.1214/20-ECP346

Author

Lifshits, Mikhail ; Vysotsky, Vladislav. / On the completion of skorokhod space. In: Electronic Communications in Probability. 2020 ; Vol. 25. pp. 1-10.

BibTeX

@article{b71b6741ccaf44a3a3727b7cd666c580,
title = "On the completion of skorokhod space",
abstract = "We consider the classical Skorokhod space D[0, 1] and the space of continuous functions C[0, 1] equipped with the standard Skorokhod distance ρ. It is well known that neither (D[0, 1], ρ) nor (C[0, 1], ρ) 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] except for a countable number of instants where their values vary “instantly{"}.",
keywords = "случайные процессы",
author = "Mikhail Lifshits and Vladislav Vysotsky",
note = "Funding Information: We are grateful to both anonymous referees for their insightful remarks. The work of the first author was supported by RFBR-DFG grant 20-51-12004. The work of the second author was supported in part by RFBR grant 19-01-00356. Publisher Copyright: {\textcopyright} 2020, Institute of Mathematical Statistics. All rights reserved. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.",
year = "2020",
doi = "10.1214/20-ECP346",
language = "English",
volume = "25",
pages = "1--10",
journal = "Electronic Communications in Probability",
issn = "1083-589X",
publisher = "Institute of Mathematical Statistics",

}

RIS

TY - JOUR

T1 - On the completion of skorokhod space

AU - Lifshits, Mikhail

AU - Vysotsky, Vladislav

N1 - Funding Information: We are grateful to both anonymous referees for their insightful remarks. The work of the first author was supported by RFBR-DFG grant 20-51-12004. The work of the second author was supported in part by RFBR grant 19-01-00356. Publisher Copyright: © 2020, Institute of Mathematical Statistics. All rights reserved. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.

PY - 2020

Y1 - 2020

N2 - We consider the classical Skorokhod space D[0, 1] and the space of continuous functions C[0, 1] equipped with the standard Skorokhod distance ρ. It is well known that neither (D[0, 1], ρ) nor (C[0, 1], ρ) 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] except for a countable number of instants where their values vary “instantly".

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

KW - случайные процессы

UR - http://www.scopus.com/inward/record.url?scp=85091633029&partnerID=8YFLogxK

U2 - 10.1214/20-ECP346

DO - 10.1214/20-ECP346

M3 - Article

AN - SCOPUS:85091633029

VL - 25

SP - 1

EP - 10

JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

SN - 1083-589X

M1 - 66

ER -

ID: 75052491