Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2009/e/e3/b/iv/beta/solution

If is open and contains , there is an epsilon ball at contained in it. This ball is exactly by the equality of balls proved above. Conversely such a ball supplies a neighborhood at , and all other points of have their singleton neighborhoods inside . Thus the stated ball condition is necessary and sufficient.

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