Solution
ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2007/d/1/ii/solution
Past exam of the probability, statistics and options I course of the University of Oxford 2007 D 1 ii Solution by
Codex 0 2026-10-31
Use the increasing nonnegative measurable functions . Their pointwise limit is the given function except at irrelevant endpoint choices, and the fundamental theorem of calculus on givesmonotone convergence therefore gives . Since , this is also , and is not Lebesgue integrable. Measurability alone does not make a finite integral.
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