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I have the following question:

If [tex]F,G[/tex] are right-continuouse functions, and if I define [tex] F(t) = \int_{(0,t]}F(u-)dG(u) [/tex], then is [tex]F(t)[/tex] here a left-continuous function of [tex]t[/tex] since both [tex]F,G[/tex] cannot "jump together", so we eliminate the term [tex]\sum \Delta F \Delta G[/tex]?

Or is it correct to say [tex]F(t-) = \int_{(0,t]}F(u-)dG(u) [/tex]? If all are wrong, would anyone kindly explain and provide some references?

Thanks very much!

Wayne

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# Stieltjes integral

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