Let $f: \mathbb R^+ \to \mathbb R$ continuous.
Can we find a sequence of step functions that goes uniformly to $f$ on any compact $[0,T]$ ?
Let $f: \mathbb R^+ \to \mathbb R$ continuous.
Can we find a sequence of step functions that goes uniformly to $f$ on any compact $[0,T]$ ?
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Of course you need to assume $f$ is continuous, as in the title.
Then $f$ is uniformly continuous on $[0,T]$. Let $\epsilon>0$. If $\delta>0$ is such that [etc] then you can find a step function with steps of horizontal width $\delta$...