Documentation

BGW.Skorokhod.ScalingMultiplication

Multiplication of paths by a convergent spatial factor #

Uniform bounds on the fixed limiting path suffice for multiplication at factor one.

def BGW.Skorokhod.mulPath {T : ℝ} {E : Type u_1} [NormedRing E] (k : E) (f : D T E) :
D T E

Left multiplication of a càdlàg path by a constant.

Equations
Instances For
    theorem BGW.Skorokhod.tendsto_mulPath_one {T : ℝ} {E : Type u_1} [NormedRing E] {ι : Type u_2} {l : Filter ι} (hT : 0 ≤ T) {u : ι → D T E} {f : D T E} {k : ι → E} (hu : Filter.Tendsto u l (nhds f)) (hk : Filter.Tendsto k l (nhds 1)) :
    Filter.Tendsto (fun (i : ι) => mulPath (k i) (u i)) l (nhds f)

    Multiplication by spatial factors tending to one preserves J1 convergence.