1220 CHAPTER 34. GELFAND TRIPLES AND RELATED STUFF

=k

∑i=1

1ti− ti−1

∫ ti

ti−1

un (t)dsX[ti−1,ti) (t)−k

∑i=1

1ti− ti−1

∫ ti

ti−1

un (s)dsX[ti−1,ti) (t)

=k

∑i=1

1ti− ti−1

∫ ti

ti−1

(un (t)−un (s))dsX[ti−1,ti) (t) .

It follows from Jensen’s inequality that

||un (t)−un (t)||pW

=k

∑i=1

∣∣∣∣∣∣∣∣ 1ti− ti−1

∫ ti

ti−1

(un (t)−un (s))ds∣∣∣∣∣∣∣∣p

WX[ti−1,ti) (t)

≤k

∑i=1

1ti− ti−1

∫ ti

ti−1

||un (t)−un (s)||pW dsX[ti−1,ti) (t)

and so ∫ b

a||(un (t)−un (s))||pW ds

≤∫ b

a

k

∑i=1

1ti− ti−1

∫ ti

ti−1

||un (t)−un (s)||pW dsX[ti−1,ti) (t)dt

=k

∑i=1

1ti− ti−1

∫ ti

ti−1

∫ ti

ti−1

||un (t)−un (s)||pW dsdt. (34.7.59)

From Theorem 34.7.2 if ε > 0, there exists Cε such that

||un (t)−un (s)||pW ≤ ε ||un (t)−un (s)||pE +Cε ||un (t)−un (s)||pX

≤ 2p−1ε (||un (t)||p + ||un (s)||p)+Cε |t− s|p/q

This is substituted in to 34.7.59 to obtain∫ b

a||(un (t)−un (s))||pW ds≤

k

∑i=1

1ti− ti−1

∫ ti

ti−1

∫ ti

ti−1

(2p−1

ε (||un (t)||p + ||un (s)||p)+Cε |t− s|p/q)

dsdt

=k

∑i=1

2pε

∫ ti

ti−1

||un (t)||pW +Cε

ti− ti−1

∫ ti

ti−1

∫ ti

ti−1

|t− s|p/q dsdt

≤ 2pε

∫ b

a||un (t)||p dt +Cε

k

∑i=1

1(ti− ti−1)

(ti− ti−1)p/q∫ ti

ti−1

∫ ti

ti−1

dsdt

= 2pε

∫ b

a||un (t)||p dt +Cε

k

∑i=1

1(ti− ti−1)

(ti− ti−1)p/q (ti− ti−1)

2

≤ 2pεRp +Cε

k

∑i=1

(ti− ti−1)1+p/q = 2p

εRp +Cε k(

b−ak

)1+p/q

.

1220 CHAPTER 34. GELFAND TRIPLES AND RELATED STUFF[PF wals)ds ina) 0alk t; k~ hi t; — tie al “oo 1) N-dekhi —T-1 oh Un (1) Un (s))ds2in_ 14) (t).i=] T-]It follows from Jensen’s inequality that[Jun (¢) = tin (0) Ihkp[ (un (t) — Un (s)) ds yo4) (tty —ty—1 Jy ir.) (t)i=lk tiLi i lem (t) — un (s) fy 482i, 1) (OIAand sobk 1 tj< ki — J hun (t) tn (3) ds %y, a) ae@ j=)" i-1 Yj]k ti= » — | [ ||un (t) — Un (s)||4, dsdt. (34.7.59)i= 1 fi fi t-1 /tj-1From Theorem 34.7.2 if € > 0, there exists Cz such that||2tn (t) = tn (5) [|W S € | un (t) — en (8) |e + Ce | ttn (t) = ttn (8) [Ike<2P-!e (lun (PII? + ||utn (8) ||?) +Ce |e = ]?/4This is substituted in to 34.7.59 to obtain[ion —Un(s (s))|lds <kk tjYool fe =m Paj=] Si iI YS -4 Y tj-1k t;= y2 ef ||eln (¢)[ ly + ce [i t—s|?/4 dsdti=l ti-1 a 1 tj) Ytj-1k 1 1; tj< 2re [ mopasch oer dsdti= { (ti -ti-1) ti J tj-1- are [ Hen [IP a+ Ce¥ (= 0-1)" (=ai= t (ti —h 1)k ' b—a 1+p/q< 2PER? +Ce Y(t) -ti-1) “ot — 2PeR® + Cok ( ) .i=]