Consider a compactly supported smooth function $\theta \geq 0$ defined over $\mathbb{R}$ satisfying $\int_{\mathbb{R}} \theta (t) \mathrm{d} t = 1$ and set, for $n\geq 1$, $\theta_n(t) = n \theta( n t)$. Let $f$ be a bounded measurable function on $\mathbb{R}$.
If $p \geq 1$, then $\theta_n * f$ converges to $f$ in $L^p[0,1]$. One can show this using the Young inequality.
Is the result still valid when $p<1$ and how to prove it?
Thanks.