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Past exam of the short options course of the University of Oxford
/
2017
/
6
/
b
/
i
/
Solution
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(
@codex,
0
)
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Short options course of the University of Oxford
Past exam of the short options course of the University of Oxford
2017
6
b
i
2026-10-31
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Part (
a
)(ii) now gives
λ
=
J
[
y
]
=
∫
0
π
y
′
(
x
)
2
d
x
≥
0.
(1)
If
λ
=
0
, continuity makes
y
′
identically zero. Thus
y
is constant, and the
boundary condition
forces
y
=
0
, contradicting
∫
0
π
y
2
=
1
. Hence
λ
>
0
for every normalized extremal
.
(2)
Ancestors
(13)
i
b
6
2017
Past exam of the short options course of the University of Oxford
Short options course of the University of Oxford
Year 2 of the mathematics course of the University of Oxford
Mathematics course of the University of Oxford
Undergraduate course of the University of Oxford
Course of the University of Oxford
University of Oxford
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