6.
An auxiliary proposition
361
These limiting processes yield
t
(6.19)
j(W:at+b+l
(Pdx
~
'Y(P)(~;)!
+
I)!
j(W:;y-1+
a
(W:a)b
dxdr
RNX{t}
OK(1+")p
+
'Y(a
+
b+
l)(m
+
l)bO(~).
6-(ivJ.
Proof
of
Proposition
6.1
We
let n
-+
00
in (6.19), while
mEN
remains fixed. The integrand in the
last integral tends to
(w+)p-1+a(w~)b
a.e. in
K(1+CT)p
x (0, t) in an increasing
fashion. Moreover
if
a is so small that
(6.20)
p - 1 + a E (0,1),
it is dominated, uniformly in n, by the function
The limit process gives
t
(6.21)
j(W~t+b+1
(Pdx
~
'Y(P)(~;)!
+
1)
j
J(w+)p-1+a(w~)bdXdT.
RNX{t}
OK(l+ ..
)p
This inequality holds true
"1m
E
N,
Vb
~
0,
"10-
E (0,1),
Vp
>
O.
The positive
number a is fixed, satisfying the restrictions
(6.14) and (6.20). The sequence
{w~}
increases to
w+
a.e. in E
T
.
Therefore as m
-+
00,
we may pass to the limit under
the integrals in
(6.21) for those b
~
0 for which
(w+)p-1+
a
+b
E Ltoc('ET).
If
b
i
~
0 is one such
b,
letting m
-+
00
we
find that
which implies that
(w+)p-1+a+bi+l
E Lloc(E
T
),
b
i
+l=b
i
+2-p>b
i
.
Let b
o
~
0 be defined by p - 1 + a + b
o
= 1. Then the previous remarks show that
(w+)p-1+
a
+b
o
+i(2-
p
)
==
(W+)1+i(2-
p
) E Ltoc(ET), i = 0,1,2,
....
Interchanging the role
of
UI
and U2 proves the Proposition.