In
mathematics, a
càdlàg (French "continue à droite, limite à gauche"),
RCLL (“right continuous with left limits”), or
corlol ("continuous on (the) right, limit on (the) left") function is a function defined on the
real numbers (or a
subset of them) that is everywhere
right-continuous and has left
limits everywhere. Càdlàg functions are important in the study of
stochastic processes that admit (or even require) jumps, unlike
Brownian motion, which has continuous sample paths. The collection of càdlàg functions on a given
domain is known as
Skorokhod space.