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BGW.Skorokhod.VervaatRotate

Rotation of càdlàg paths #

The correction at the wrap point matches the terminal value to the initial right limit. In particular, a terminal jump is retained at the wrap point.

noncomputable def BGW.Skorokhod.vervaatD (f : D 1 ℝ) :
D 1 ℝ

The càdlàg Vervaat map: rotate at g = vervaatTime f, subtract the infimum, and correct by f 1 - f 0 after the wrap point: V f t = f (g + t) - m if g + t ≤ 1, V f t = f (g + t - 1) + f 1 - m - f 0 otherwise (C33).

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