Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2008/e/3/d/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 E 3 d Solution by
Codex 0 2026-10-31
Let the radius be . One inclusion follows from (a). For the reverse, if , set for . Then and , so every closed-ball point is in the closure of the open ball. HenceThe positive-radius convention matters: if radius zero is allowed, the open ball is empty whereas the closed ball is , so the asserted equality fails at that degenerate radius.
New to topics? Read the docs here!