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It means that there is a point <math>a</math> in <math>[0,1]</math> such that <math>V</math> jumps from <math>0</math> to <math>1</math> right after the point. (It has to occur like that in order to fulfill the identity.)
 
It means that there is a point <math>a</math> in <math>[0,1]</math> such that <math>V</math> jumps from <math>0</math> to <math>1</math> right after the point. (It has to occur like that in order to fulfill the identity.)
  
So <math>f(x)= f(0) \  \forall x\in[0,a]</math> and <math>f(x)= f(0)-1 \ \forall x\in(a,1]</math>
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So <math>f(x)= f(0) \  \forall x\in[0,a]</math> and <math>f(x)= f(0)-1 \ \forall x\in(a,1]</math>. Thus
  
<math>\int_{[0,1]}f=af(0) + (1-a)(f(0)-1)</math>
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<math>\frac{1}{3}=\int_0^1f(x)dx=af(0) + (1-a)(f(0)-1)</math> and so, <math>\frac{4}{3}=a+f(0)</math>.
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Now, given, <math>a \in [0,1]</math>, let <math>b=\frac{4}{3}-a</math>, we have
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<math>f_a(x)=b \ \forall x\in [0,a]</math> and
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<math>f_a(x)=b-1 \ \forall x\in (a,1]</math>

Latest revision as of 09:39, 22 July 2008

From the identity $ f(0)-(V_{0}^{x})^{1/2} = f(x) $ $ \forall x\in[0,1] $ we notice that $ V $ is a positive and increasing function, therefore, $ f $ is decreasing. Hence $ f(x)-f(0)=-V_{0}^{x}) $.

We then have $ V_{0}^{x}=(V_{0}^{x})^{2} $

It means that there is a point $ a $ in $ [0,1] $ such that $ V $ jumps from $ 0 $ to $ 1 $ right after the point. (It has to occur like that in order to fulfill the identity.)

So $ f(x)= f(0) \ \forall x\in[0,a] $ and $ f(x)= f(0)-1 \ \forall x\in(a,1] $. Thus

$ \frac{1}{3}=\int_0^1f(x)dx=af(0) + (1-a)(f(0)-1) $ and so, $ \frac{4}{3}=a+f(0) $.

Now, given, $ a \in [0,1] $, let $ b=\frac{4}{3}-a $, we have

$ f_a(x)=b \ \forall x\in [0,a] $ and $ f_a(x)=b-1 \ \forall x\in (a,1] $

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