Let M, R, RM and ∥⋅∥ be as in Sup-Convolution of a Function on RM, and let d be the Euclidean distance, a metric on RM.
Let v:RM→R be upper semicontinuous on RM with respect to d, let C∈R be an upper bound for the set of values of v, and for λ∈R with 0<λ let vλ be the sup-convolution of v with parameter λ.
Let ξ∈RM. Then for every ε∈R with 0<ε there is λ0∈R with 0<λ0 such that every λ∈R with λ0≤λ satisfies
v(ξ)≤vλ(ξ)<v(ξ)+ε.