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If $f \in L^2([0,T])$ then it can be written as $$ f(t) \triangleq \sum_{i \in \mathbb{N}} c_i e_i(t), $$ for some sequence $\{c_i\}$ of real numbers and a Schauder basis $\{e_i(t)\}$ of $L^2([0,T])$ of piecewise cadlag function which are smooth on each piece.

My question is there a necessary and sufficient condition on the coefficients $\{c_i\}$ of the basis characterizing any function which is in $L^2([0,T])$ and is cadlag?

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  • $\begingroup$ Can't I destroy the "continue a droite" property by changing the values of $f$ on a set of measure zero? $\endgroup$
    – Yemon Choi
    Commented Aug 25, 2016 at 13:50
  • $\begingroup$ So? I m not interested in functions which are not cadlag. I don't see the problem $\endgroup$
    – ABIM
    Commented Aug 25, 2016 at 13:59
  • $\begingroup$ Elements of $L^2$ are only defined up to sets of measure zero - I guess you mean "characterizing those $f$ which are equivalent a.e. to cadlag ones"? $\endgroup$
    – Yemon Choi
    Commented Aug 25, 2016 at 14:06
  • $\begingroup$ Yes I agree everything is taken to be a.e. for sure $\endgroup$
    – ABIM
    Commented Aug 25, 2016 at 14:09

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