# On some cadlaguity moment estimates of stochastic jump processes

## TL;DR

This paper derives estimates for the moments of cadlag (right-continuous with left limits) properties of stochastic jump processes, building on Fernique's results on the compactness of their distributions.

## Contribution

It introduces new cadlaguity moment estimates for jump processes, extending Fernique's compactness results to provide quantitative bounds.

## Key findings

- Derived cadlaguity moment estimates for jump processes.
- Extended Fernique's compactness results to stochastic processes with jumps.
- Provided tools for analyzing the regularity of jump processes.

## Abstract

Using the results of X. Fernique on the compactness of distributions of cadlag random functions, we derive some cadlaguity moment estimates for stochastic processes with jumps.