Question: Show that every increasing function (u: mathbb{R} ightarrow mathbb{R}) is (mathscr{B}(mathbb{R}) / mathscr{B}(mathbb{R}))-measurable. Under which additional condition(s) do we have (sigma(u)=mathscr{B}(mathbb{R})) ? [ show that
Show that every increasing function \(u: \mathbb{R} ightarrow \mathbb{R}\) is \(\mathscr{B}(\mathbb{R}) / \mathscr{B}(\mathbb{R})\)-measurable. Under which additional condition(s) do we have \(\sigma(u)=\mathscr{B}(\mathbb{R})\) ?
[ show that \(\{u<\lambda\}\) is an interval by distinguishing three cases: \(u\) is continuous and strictly increasing when passing the level \(\lambda\); and \(u\) jumps over the level \(\lambda\); and \(u\) is 'flat' at level \(\lambda\). Draw a picture of these situations.]
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