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Generalized Ordinary Differential Equations in Abstract Spaces and Applications


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rel="nofollow" href="#ulink_e7dac0e1-ff65-50d9-a86b-38d2467d8387">(1.7) hold.

      The next result is a Substitution Formula for Perron–Stieltjes integrals. A similar result holds for Riemann–Stieltjes integrals. For a proof of it, see [72, Theorem 11].

      Theorem 1.64: Consider functions , , and . Let

g left-parenthesis t right-parenthesis equals ModifyingAbove beta With tilde Subscript f Baseline left-parenthesis t right-parenthesis equals integral Subscript a Superscript t Baseline beta left-parenthesis s right-parenthesis d f left-parenthesis s right-parenthesis comma t element-of left-bracket a comma b right-bracket period

       Then, if and only if , in which case, we have

      (1.8)

      (1.9)StartLayout 1st Row 1st Column Blank 2nd Column integral Subscript a Superscript b Baseline alpha left-parenthesis t right-parenthesis beta left-parenthesis t right-parenthesis d f left-parenthesis t right-parenthesis equals integral Subscript a Superscript b Baseline alpha left-parenthesis t right-parenthesis d g left-parenthesis t right-parenthesis equals integral Subscript a Superscript b Baseline alpha left-parenthesis t right-parenthesis d left-bracket integral Subscript a Superscript t Baseline beta left-parenthesis s right-parenthesis d f left-parenthesis s right-parenthesis right-bracket and 2nd Row 1st Column Blank 2nd Column vertical-bar vertical-bar vertical-bar vertical-bar integral integral ab times times of alpha alpha left-parenthesis right-parenthesis t of beta beta left-parenthesis right-parenthesis t times times d of ff left-parenthesis right-parenthesis t less-than-or-slanted-equals left-bracket upper S upper V Subscript left-bracket a comma b right-bracket Baseline left-parenthesis alpha right-parenthesis plus vertical-bar vertical-bar vertical-bar vertical-bar of alpha alpha left-parenthesis right-parenthesis a right-bracket vertical-bar vertical-bar vertical-bar vertical-bar g Subscript infinity Baseline period EndLayout

      Corollary 1.65: Consider functions , , and , and define

g left-parenthesis t right-parenthesis equals ModifyingAbove beta With tilde Subscript f Baseline left-parenthesis t right-parenthesis equals integral Subscript a Superscript t Baseline beta left-parenthesis s right-parenthesis d f left-parenthesis s right-parenthesis comma t element-of left-bracket a comma b right-bracket period

       Then, and equality (1.8) and inequality (1.9) hold.

      Another substitution formula for Perron–Stieltjes integrals is presented next. Its proof uses a very nice trick provided by Professor C. S. Hönig while advising M. Federson's Master Thesis. Such result is borrowed from [72, Theorem 12].

      Theorem 1.66: Consider functions , and , that is,

beta left-parenthesis t right-parenthesis equals integral Subscript a Superscript t Baseline d gamma left-parenthesis s right-parenthesis alpha left-parenthesis s right-parenthesis comma t element-of left-bracket a comma b right-bracket period

       Then, , if and only if and

      (1.10)integral Subscript a Superscript t Baseline d gamma left-parenthesis t right-parenthesis alpha left-parenthesis t right-parenthesis f left-parenthesis t right-parenthesis equals integral Subscript a Superscript t Baseline d beta left-parenthesis t right-parenthesis f left-parenthesis t right-parenthesis period

      Proof. Since alpha element-of upper K Superscript gamma Baseline left-parenthesis left-bracket a comma b right-bracket comma upper L left-parenthesis upper X comma upper W right-parenthesis right-parenthesis, given epsilon greater-than 0, there exists a gauge delta on left-bracket a comma b right-bracket such that, for every delta‐fine 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 sigma-summation sigma-summation equals equals i 1 vertical-bar vertical-bar d left-brace right-brace minus minus times times left-bracket right-bracket minus minus of gamma gamma left-parenthesis right-parenthesis ti of gamma gamma left-parenthesis right-parenthesis t minus minus i 1 of alpha alpha left-parenthesis right-parenthesis xi i integral integral minus minus ti 1 ti times times times d of gamma gamma left-parenthesis right-parenthesis t of alpha alpha left-parenthesis right-parenthesis t less-than epsilon period

      Taking approximated sums for integral Subscript a Superscript b Baseline d gamma left-parenthesis t right-parenthesis alpha left-parenthesis t right-parenthesis f left-parenthesis t right-parenthesis and integral Subscript a Superscript b Baseline d beta left-parenthesis t right-parenthesis f left-parenthesis t right-parenthesis, we obtain

StartLayout 1st Row 1st Column Blank 2nd Column 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 times left-bracket right-bracket minus minus of gamma gamma left-parenthesis right-parenthesis ti of gamma gamma left-parenthesis right-parenthesis t minus minus i 1 of alpha alpha left-parenthesis right-parenthesis xi i of ff left-parenthesis right-parenthesis xi i sigma-summation sigma-summation equals equals i 1 vertical-bar vertical-bar d times times left-bracket right-bracket minus minus of beta beta left-parenthesis right-parenthesis ti of beta beta left-parenthesis right-parenthesis t minus minus i 1 of ff left-parenthesis right-parenthesis xi i 2nd Row 1st Column Blank 2nd Column equals vertical-bar vertical-bar vertical-bar vertical-bar sigma-summation sigma-summation equals equals i 1 vertical-bar vertical-bar d times times left-brace right-brace minus minus times times left-bracket right-bracket minus minus of gamma gamma left-parenthesis right-parenthesis ti of gamma gamma left-parenthesis right-parenthesis t minus minus i 1 of alpha alpha left-parenthesis right-parenthesis xi i integral integral t minus minus i 1 ti times times times d of gamma gamma left-parenthesis right-parenthesis t of alpha alpha left-parenthesis right-parenthesis t of ff left-parenthesis right-parenthesis xi i period EndLayout

      But, if gamma Subscript i Baseline element-of upper L left-parenthesis upper X comma upper Y right-parenthesis and x Subscript i Baseline element-of upper X, then