Skorhod metric on a finite time interval

The notion of Skorohod metric provides a very useful topology in a discontinuous curve spaces, which is often arising as a sample space in stochastic analysis. Understanding Skorohod metric is also an interesting process for an undergraduate student, as a concrete example of a metric space but not a normed space. This note below is written by an undergraduate student with plenty of original examples.

PDF: here

Reference: [Bil99] ([Patrick Billingsley 1999])


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