Let (mathcal{D} subset L^{2}(mu)) and write (Sigma:=operatorname{span}(mathcal{D})). Show that (Sigma) is dense if, and only if (mathcal{D})
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Let \(\mathcal{D} \subset L^{2}(\mu)\) and write \(\Sigma:=\operatorname{span}(\mathcal{D})\). Show that \(\Sigma\) is dense if, and only if \(\mathcal{D}\) is total, i.e. \[\bar{\Sigma}=L^{2}(\mu) \Longleftrightarrow\left[\forall \phi \in \mathcal{D}:\langle u, \phiangle_{L^{2}(\mu)}=0 \Longrightarrow u=0ight.\]
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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