I have a stochastic process given as $X_t(\omega)=\sum_{m=1}^\infty a_m 1_{\{0<b_m\leq t\}}(\omega) $, where $(a_m,b_m)\in(\mathbb{R}^d,\mathbb{R}_{+})$.
I know that that the sum converge absolutely for all $k\in\mathbb{N}$ inserted instead of $t\in\mathbb{R}_+$, and from this I should be able to conclude that the process is càdlàg (at least the author of the notes conclude without further explaination).
I know that $X_{t-}(\omega)=\sum_{m=1}^\infty a_m 1_{\{0<b_m< t\}}(\omega)$, so the jump at time t must be $\Delta X_t = a_m 1_{\{t\}}$, and the left-hand limit exists (is this right?). But how am I supposed to conclude that the process is càdlàg with what I know?
Additionally, I am confused about the role of the $k\in\mathbb{N}$, since the sum would converge for all $t>0$.