Endpoint correction for time changes #
An increasing continuous map can be kept up to an interior point and continued affinely so that the terminal endpoint is fixed.
theorem
BGW.Skorokhod.exists_endpoint_timeChange
{a r : ℝ}
(hr : 0 ≤ r)
(hra : r < a)
(h : ↑(Set.Icc 0 a) → ℝ)
(hc : Continuous h)
(hm : StrictMono h)
(h₀ : h ⟨0, ⋯⟩ = 0)
(hᵣ : h ⟨r, ⋯⟩ < a)
:
Correct the endpoint of an increasing continuous map by an affine final segment.