Let (left(f_{n}ight)_{n geqslant 1} subset mathcal{C}_{infty}left(mathbb{R}^{d}ight)) be a sequence of functions such that (0 leqslant f_{n} leqslant
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Let \(\left(f_{n}ight)_{n \geqslant 1} \subset \mathcal{C}_{\infty}\left(\mathbb{R}^{d}ight)\) be a sequence of functions such that \(0 \leqslant f_{n} \leqslant f_{n+1}\) and \(f:=\sup _{n} f_{n} \in \mathcal{C}_{\infty}\left(\mathbb{R}^{d}ight)\). Show that \(\lim _{n ightarrow \infty}\left\|f-f_{n}ight\|_{\infty}=0\).
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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