=+8.5. Call {x}} a subsolution of (8.24) if x; E,q ,; x, and 0 x,
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=+8.5. Call {x}} a subsolution of (8.24) if x; ≤ E,q ,; x, and 0 ≤x, ≤ 1, i € U. Extending Lemma 1, show that a subsolution [x,) satisfies x, So; The solution (0;} of
(8.24) dominates all subsolutions as well as all solutions. Show that if x; = E, q ,;* /
and - 1 x, ≤ 1, then {\x,l) is a subsolution of (8.24).
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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