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Generalized Ordinary Differential Equations in Abstract Spaces and Applications


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C Superscript sigma Baseline left-parenthesis left-bracket a comma b right-bracket comma upper L left-parenthesis upper X comma upper Y right-parenthesis right-parenthesis subset-of upper G Superscript sigma Baseline left-parenthesis left-bracket a comma b right-bracket comma upper L left-parenthesis upper X comma upper Y right-parenthesis right-parenthesis period"/>

      The next result concerns the existence of Perron–Stieltjes integrals. A proof of its item (i) can be found in [210, Theorem 15]. A proof of item (ii) follows similarly as the proof of item (i). See also [212, Proposition 7].

      Theorem 1.47: The following assertions hold.

      1 If and , then .

      2 If and , then we have .

      

      Corollary 1.48: The following assertions hold.

      1 If and , then the Perron–Stieltjes integral exists, and we haveSimilarly, if and is nondecreasing, then

      2 If and , then the Perron–Stieltjes integral exists, and we have

      The next result, borrowed from [74, Theorem 1.2], gives us conditions for indefinite Perron–Stieltjes integrals to be regulated functions.

      Theorem 1.49: The following assertions hold:

      1 if and , then ;

      2 if and , then .

      Proof. We prove (i). Item (ii) follows similarly. For item (i), it is enough to show that

ModifyingAbove f With tilde Superscript alpha Baseline left-parenthesis xi Superscript plus Baseline right-parenthesis minus ModifyingAbove f With tilde Superscript alpha Baseline left-parenthesis xi right-parenthesis equals left-bracket alpha left-parenthesis xi plus right-parenthesis minus alpha left-parenthesis xi right-parenthesis right-bracket f left-parenthesis xi right-parenthesis comma xi element-of left-bracket a comma b right-parenthesis comma

      because, in this case, the equality

ModifyingAbove f With tilde Superscript alpha Baseline left-parenthesis xi right-parenthesis minus ModifyingAbove f With tilde Superscript alpha Baseline left-parenthesis xi Superscript minus Baseline right-parenthesis equals left-bracket alpha left-parenthesis xi right-parenthesis minus alpha left-parenthesis xi minus right-parenthesis right-bracket f left-parenthesis xi right-parenthesis comma xi element-of left-parenthesis a comma b right-bracket

      follows in an analogous way. By hypothesis, f element-of upper K Superscript alpha Baseline left-parenthesis left-bracket a comma b right-bracket comma upper X right-parenthesis. Hence, given epsilon greater-than 0, there is a gauge delta on left-bracket a comma b right-bracket such that for every delta‐fine division d equals left-parenthesis xi Subscript i Baseline comma left-bracket t Subscript i minus 1 Baseline comma t Subscript i Baseline right-bracket right-parenthesis element-of upper T upper D Subscript left-bracket a comma b right-bracket,

vertical-bar vertical-bar vertical-bar vertical-bar minus minus sigma-summation sigma-summation equals equals i 1 vertical-bar vertical-bar d times times left-bracket right-bracket minus minus of alpha alpha left-parenthesis right-parenthesis ti of alpha alpha left-parenthesis right-parenthesis t minus minus i 1 of ff left-parenthesis right-parenthesis xi i integral integral ab times times times d of alpha alpha left-parenthesis right-parenthesis t of ff left-parenthesis right-parenthesis t less-than StartFraction epsilon Over 2 EndFraction period vertical-bar vertical-bar vertical-bar vertical-bar times times left-bracket right-bracket minus minus times times alpha left-parenthesis right-parenthesis plus plus xi rho of alpha alpha left-parenthesis right-parenthesis plus plus Ì‚ xi of ff left-parenthesis right-parenthesis xi less-than StartFraction epsilon Over 2 EndFraction comma for 0 less-than rho less-than mu period

      If delta left-parenthesis xi right-parenthesis less-than mu and 0 less-than rho less-than delta left-parenthesis xi right-parenthesis, then by the Saks–Henstock lemma (Lemma 1.45)

vertical-bar vertical-bar vertical-bar vertical-bar minus minus times times left-bracket right-bracket minus minus times times alpha left-parenthesis right-parenthesis plus plus xi rho of alpha alpha left-parenthesis right-parenthesis xi of ff left-parenthesis right-parenthesis xi integral integral xi plus plus xi rho times times times d of alpha alpha left-parenthesis right-parenthesis t of ff left-parenthesis right-parenthesis t less-than-or-slanted-equals StartFraction epsilon Over 2 EndFraction period

      Thus,

StartLayout 1st Row 1st Column Blank 2nd Column vertical-bar vertical-bar vertical-bar vertical-bar minus minus minus of ff tilde alpha left-parenthesis right-parenthesis xi plus of ff tilde alpha left-parenthesis right-parenthesis xi times times left-bracket right-bracket minus minus of alpha alpha left-parenthesis right-parenthesis plus plus Ì‚ xi of alpha alpha left-parenthesis right-parenthesis xi of ff left-parenthesis right-parenthesis xi 2nd Row 1st Column Blank 2nd Column equals vertical-bar vertical-bar vertical-bar vertical-bar integral integral xi plus plus xi rho minus minus times times times d of alpha alpha left-parenthesis right-parenthesis t of ff left-parenthesis right-parenthesis t times times left-bracket right-bracket minus minus of alpha alpha left-parenthesis right-parenthesis plus plus Ì‚ xi of alpha alpha left-parenthesis right-parenthesis xi of ff left-parenthesis right-parenthesis xi 3rd Row 1st Column Blank 2nd Column less-than-or-slanted-equals vertical-bar vertical-bar vertical-bar vertical-bar integral integral xi plus plus xi rho minus minus times times times d of alpha alpha left-parenthesis right-parenthesis </p>
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