Uniform limits of càdlàg paths #
Completeness of the state space supplies the left limits of a uniform limit. No completeness claim for the ordinary J1 metric is used.
theorem
BGW.Skorokhod.isCadlag_of_tendstoUniformly
{X : Type u_1}
{E : Type u_2}
[TopologicalSpace X]
[Preorder X]
[MetricSpace E]
[CompleteSpace E]
{F : ℕ → X → E}
{f : X → E}
(hF : ∀ (n : ℕ), IsCadlag (F n))
(h : TendstoUniformly F f Filter.atTop)
:
IsCadlag f
Uniform limits of càdlàg functions into a complete metric space are càdlàg.
theorem
BGW.Skorokhod.exists_cadlag_uniform_limit
{X : Type u_1}
{E : Type u_2}
[TopologicalSpace X]
[Preorder X]
[MetricSpace E]
[CompleteSpace E]
(F : ℕ → X → E)
(hF : ∀ (n : ℕ), IsCadlag (F n))
(hC : UniformCauchySeqOn F Filter.atTop Set.univ)
:
∃ (f : X → E), IsCadlag f ∧ TendstoUniformly F f Filter.atTop
A uniformly Cauchy sequence of càdlàg functions has a càdlàg uniform limit.