Jump of a function is defined as
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The function fj is the jump part of f (or jump function of f, using the terminology of Lebesgue [Le]) and it is defined by fj(x)=∑y≤xf(y+)−f(y−).
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A function has a jump discontinuity at = if both one-sided limits as approaches exist but are unequal. Those limits can exist without the function being defined at = . Thus, the function doesn't have to be defined at = to have a jump discontinuity there.
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