A parallel treatment of semi-continuous functions with left and right-functions continuous and some application in pedagogy

Abstract

Left and right-continuous functions play an important role in Real analysis, especially in Measure Theory and Integration on the real line and in Stochastic processes indexed by a continuous real time. Semi-continuous functions are also of major interest in the same way. This paper aims at presenting a useful handling of semi-continuous function in parallel with the way left or right continuous functions are treated. For example, a lower or upper continuous function shares the property that it is measurable if it fails to be upper or lower continuous at most at a number of countable points with a left or right-continuous when it fails to be left or right-continuous at most at a number of countable points. As a final result, the comparison between the Riemann and the Lebesgue integrals on compact sets is done in a very comfortable and comprehensive way. The frame used here is open to more further sophistication