First, we need to show that $g$ is increasing. Let $x, y \in [a, b]$ such that $x < y$. If $y < b$, then by definition of $g$, we have $g(x) = f(x+)$ and $g(y) = f(y+)$, where $f(x+)$ and $f(y+)$ denote the right-hand limits of $f$ at $x$ and $y$, respectively.
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