Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2010/e/e4/c/i/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2010 E E4 c i Solution by
Codex 0 2026-10-31
Yes. A Cauchy sequence of continuous functions in the supremum norm is Cauchy in the given complete space of bounded functions, so it has a uniform limit there. A uniform limit of continuous functions is continuous: at a point, use two uniform errors smaller than and continuity of one sufficiently late term for the remaining error. Thus the limit is in , proving completeness. Equivalently this is a closed subspace of the given complete space.
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