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DOI 10.1007/s1122800600317
Lipschitzian Properties of Integral Functionals
on Lebesgue Spaces LLL
p p
, 1 p p << ∞
Emmanuel Giner
Received: 20 June 2003 / Accepted: 25 September 2006 /
Published online: 17 February 2007
© Springer Science + Business Media B.V. 2007
Abstract We give complete characterizations of integral functionals which are Lip
schitzian on a Lebesgue space L
p
with p = ∞. When the measure is atomless, we
characterize the integral functionals which are locally Lipschitzian on such Lebesgue
spaces. In every cases, the Lipchitzian properties of the integral functional can be
described by growth conditions on the subdifferentials of the integrand which are
equivalent to Lipschitzian properties of the integrand.
Key words integral functional · calmness · stability · Lipschitzian functions ·
locally Lipschitzian functions · nonsmooth analysis.
Mathematics Subject Classiﬁcations (2000) 26A16 · 26A24 · 26E15 · 28B20 ·
49J52 · 54C35
1 Introduction
With the study of the Clarke generalized gradient [6], locally Lipschitzian functions
have played a key role and have been studied intensively. Using the mean value
theorem, a Lipchitzian function can be characterized by the uniform boundedness
of its subdifferential values, this property being valid for various subdifferentials
[8, 9, 13], for example. Except in the convex case, the exact computation of the
subgradients of an integral functional is not easy. Clarke gives in [6] Theorem 2.7.5,
sufﬁcient growth conditions on the subdifferential of the integrand ensuring the local
Lipschitzian property of an integral functional on L
p
. Without nice formulae as in
the Clarke and limiting generalized gradients cases, [8] chapter 3, Theorem 5.18, we
can have a useful inclusion between the set of selections of the subdifferential of the
E. Giner (B)
Laboratoire MIP, Université Paul Sabatier, UFR MIG, 118 Route de Narbonne,
31062 Toulouse, Cedex 04, France
email: giner@mip.upstlse.fr
126 SetValued Anal (2007) 15:125–138
integrand, and the subdifferential of the functional integral, [11] Theorem 5.6. This
fact permits to obtain a complete characterization of the Lipschitzian character of an
integral functional by the conditions used by Clarke in [6] Theorem 2.7.5. In [11] the
author, with the notion of calmness, makes a study of the contingent subdifferential
of an integral functional deﬁned on L
p
, 1 p < ∞. In the present paper, we use
this work in order to give some characterizations of the Lipschitzian properties of
integral functionals deﬁned on such Lebesgue spaces. The main results of this article
are the following: an integral functional I
f
is Lipschitzian on a L
p
, 1 p < ∞, if and
only if the integrand f is Lipschitzian with a Lipschitz rate in the conjugate space
L
q
, 1/p +1/q = 1, Theorem 3. Moreover, if the measure is atomless, we obtain
some characterizations of locally Lipschitzian integral functionals considered on the
Lebesgue spaces, by polynomial growth conditions on the subdifferentials of the
integrand f , these properties are equivalent to the following: an integral functional
I
f
is locally Lipschitzian on L
p
, 1 p < ∞, if and only if, there exists a positive
constant k an a nonnegative element a of L
q
, 1/p +1/q = 1 such for almost every
ω the function f
ω
is Lipschitzian with rate kr
p−1
+a(ω) in the ball of center 0 and
radius r (see Theorem 3.2). The tools we use are the mean value Theorems for the
Clarke [6] and contingent subdifferentials [13], and also a reﬁnement of a Lagrange
duality result of the type of Aubin and Ekeland [1], obtained jointly with Bourass
[4], which allow to obtain growth conditions on the contingent subdifferential of the
integrand. Theorem 4 also gives a surprising result: when the measure is atomless a
functional integral calm (see [11, 17]) and directionally Lipschitzian (in the sense of
[15]) at some point of L
p
is locally Lipschitzian on the whole space L
p
, 1 p < ∞,
and moreover, when p = 1, it is Lipschitzian.
2 Some Preliminaries
We adopt the following notation: IR = IR ∪ {±∞} and IR
+
is the set of nonnegative
real numbers. Let (X, .) be a normed space. For a numerical function deﬁned on X,
we consider its domain, domf = {x ∈ X: f (x) ∈ IR} and its epigraph, epi f = {(x, r) ∈
X × IR: f (x) r}. For a real number r, the sublevel set associated to r is the set f
r
deﬁned by: f
r
= {x ∈ X: f (x) r}. An IRvalued function f is said to be proper if
its domain is nonempty and if f does not take the value −∞. The function f is said
to be calm at a point x
0
of its domain if there exist some constant c in IR
+
and some
neighborhood V of x
0
such that for every x in V:
f (x
0
) −cx − x
0
 f (x).
The function f is said to be quiet at a point x
0
if −f is calm at x
0
. When f is both
calm and quiet at a point x
0
, f is said to be stable at x
0
. We say that f is Lipschitzian
on a subset Y of X if there exists a positive constant c, such that for all y, y
in Y:
 f (y) − f (y
) cy − y
 .
The function f is said to be Lipschitzian around a point x of X if f is Lipschitz on
a neighborhood of x. It is said to be locally Lipschitzian or strictly continuous if f
SetValued Anal (2007) 15:125–138 127
is Lipschitzian around any point of X; in this case, the Lipschitz rate at x ∈ X, [17]
9.1, is deﬁned by: lipf (x) = limsup
x
,x
→x
x
=x
 f (x
) − f (x
)
x
− x

. As Rockafellar does [15, 16], we
introduce the following notions:
Deﬁnition 2.1 A numerical function f is said to be directionally Lipschitzian at x
with respect to a vector y if f is ﬁnite at x and:
limsup
(x
,α
)
f
−→(x, f (x))
r→0
+
y
→y
r
−1
( f (x
+ry
) −α
) < +∞.
Here we use the notation:
(x
, α
)
f
−→ (x, f (x)) ⇔ (x
, α
) ∈ epi( f ), and (x
, α
) → (x, f (x)).
When f is lower semicontinuous, this last condition can be simpliﬁed to:
limsup
x
→
f
x
r→0
+
y
→y
r
−1
( f (x
+ry
) − f (x
)) < +∞.
with the notation: x
→
f
x ⇔ (x
, f (x
)) → (x, f (x)).
Deﬁnition 2.2 The function f is directionally Lipschitzian at x if there is at least one
y such that f is directionally Lipschitzian at x with respect to y.
Recall that when f is a strictly continuous function the generalized Clarke directional
derivative at x
0
in the direction y takes the following form:
f
◦
(x
0
; y) = limsup
(x,r)→(x
0
,0
+
)
r
−1
( f (x +ry) − f (x)).
And the generalized Clarke subdifferential ∂
C
f (x
0
) of f at x
0
, [6] Chapter 2, is the
subset of the topological dual X
∗
of X, given by:
∂
C
f (x
0
) = {x
∗
∈ X
∗
: ∀x ∈ X, x
∗
, x f
◦
(x
0
; x)}.
The contingent (or the Hadamard) classical lower generalized derivative of the
function f at a point x
0
of its domain, is deﬁned by:
f
(x
0
; x) = liminf
(r,x
)→(0
+
,x)
r
−1
( f (x
0
+rx
) − f (x
0
)).
and the contingent subdifferential of f at the point x
0
is the subset of X
∗
∂ f (x
0
) = {x
∗
∈ X
∗
: ∀x ∈ X, x
∗
, x f
(x
0
; x)}.
128 SetValued Anal (2007) 15:125–138
When, for every x ∈ X, the following limit exists:
˙
f (x
0
; x) = lim
(r,x
)→(0
+
,x)
r
−1
( f (x
0
+rx
) − f (x
0
),
the function f is said to be Hadamard directionally derivable at x
0
. Observe that, in
this last case we have necessarily:
˙
f (x
0
; 0) = 0, hence the function f is stable at x
0
(see [11] Proposition 2.2 and Corollary 2.4).
Let (, T , μ) be a measured space with a σﬁnite positive measure μ, the tribe T
being supposed to be μcomplete. For a measurable subset A ∈ T , we set A
c
=
{ω ∈ : ω / ∈ A}, and 1
A
stands for the characteristic function of A, 1
A
(w) = 1 if
w ∈ A, 0 if ω / ∈ A. Let E be a ﬁnite dimensional linear space with Borel tribe B(E).
We consider the space L
0
(, E) of classes of measurable functions (for μalmost
everywhere equality) deﬁned on and with values in E. Let L
p
(, E), 1 p < ∞,
be the Lebesgue space of classes of pintegrable functions deﬁned on with values
in E and endowed with its strong natural topology. We denote by x the usual norm
of an element x of L
p
(, E). Given v in L
0
(, IR), we consider the upper integral of
v, I
v
or
∗
vdμ deﬁned by:
I
v
=
∗
vdμ = inf
¸
udμ, u ∈ L
1
(, IR), v u, μ −a.e
¸
,
similarly, we can deﬁne the lower integral of v: J
v
= −I
−v
. If v
−
= inf(0, v) and
v
+
= sup(0, v), then the only case where I
v
is not identical to J
v
is when both
v
−
and v
+
are not integrable, and in this case we have: −∞ = J
v
< I
v
= ∞. Let
f : × E −→ IR be a T ⊗B(E)measurable integrand. When the multifunction
ω ⇒epi( f (ω, .)) is with closed values and is measurable in the sense of [5]
and [14], we say that f is a normal integrand [14, 17]. Given a subset X of
L
0
(, E), if M: ⇒ E is a measurable multifunction, we denote by X(M)
the set of measurable selections of M which are in X. For an element x of
L
p
(, E), we denote by f (x) the function: ω −→ f (ω, x(ω)). The integral
functional I
f
associated to f is the functional deﬁned at a point x of L
p
(, E) by:
I
f
(x) = I
f (x)
=
∗
f (x)dμ. In the sequel, x
0
is an element of the domain of I
f
, that
is, an element such that f (x
0
) is integrable. We will say that the integrand f is calm
at x
0
, (respectively, quiet, stable, locally lipschitzian, at x
0
) if for almost every ω
in , the function f (ω, .) is calm, (respectively, quiet, stable, locally lipschitzian)
at x
0
(w). Moreover, f
(x
0
; .), (respectively, f
◦
(x
0
; .) ) stands for the integrand
(ω, e) −→ f
(ω, x
0
(ω); e), (respectively, (ω, e) −→ f
◦
(ω, x
0
(ω); e)). Similarly ∂ f (x
0
)
stands for the multifunction: ω ⇒∂ f (ω, x
0
(ω)), (respectively, ∂
C
f (x
0
) stands for
ω ⇒∂
C
f (ω, x
0
(ω)). If f is a normal integrand, [17] Theorem 14.56 asserts that
f
(x
0
; .) is a normal integrand, and ∂ f (x
0
) is a measurable multifunction. An
integrand f: × E −→ IR is said to be proper if for almost every ω in the
function f (ω, .) is proper. An integrand f will be called strictly continuous, if for
almost every ω in the function f (ω, .) is strictly continuous. In this last case, the
measurability of ∂
C
f (x
0
) is classic, see for example, [6] Lemma of Theorem 2.7.2 or
[18] Corollary I.21.
An increasing sequence (
n
)
n
of measurable subsets of ﬁnite measure is said to be
a σﬁnite covering of if μ
\
¸
n
n
= 0. Given a multifunction M deﬁned on
SetValued Anal (2007) 15:125–138 129
and with values in E and with measurable graph, we denote the set of measurable
selections of M by L
0
(M). Let us recall the following deﬁnitions:
Deﬁnition 2.3 (See [12] Section 3). A subset X of L
0
(, E) is said to be decompos
able if, for every x, y in X and every measurable set A, the function x1
A
+ y1
A
c is an
element of X.
Deﬁnition 2.4 (See [4] Section 3). Let X and Y be two decomposable subsets of
L
0
(, E). The set X is said to be rich in Y, if X is a subset of Y, and if, for any
element y of Y, there exist a σﬁnite covering (
n
)
n
of and a sequence (x
n
)
n
of
elements of X satisfying for all n in IN: y1
n
= x
n
1
n
.
In the sequel we will use the following results:
Theorem 2.5 ([4] Corollary 3.9): Suppose the tribe T is μcomplete. Let M be a
multifunction with nonempty values and T ⊗B(E) measurable graph and let f :
× E −→ IR be a T ⊗B(E)measurable integrand. If X is a decomposable subset
which is rich in L
0
(M) then:
inf
x∈X
I
f
(x) = I
inf
e∈M(.)
f (., e)
,
provided the left hand side is distinct from ∞.
Theorem 2.6 ([4] Corollary 5.7): Let us suppose the measure μ is atomless, and let M
be an Evalued multifunction deﬁned on and with measurable graph, and let X be
a decomposable set rich in L
0
(M). Let f
0
be a measurable integrand and ( f
i
)
1in
be
a ﬁnite family of measurable proper integrands. The functional I
f
i
is considered as a
functional deﬁned on X. Besides, let us suppose that there exist a family c = (c
i
)
0in
of real numbers and an element x of X such that the Slater condition is satisﬁed: for
each i = 1, ..., n, −∞ < I
f
i
(x) < c
i
and I
−f
0
(x) < +∞. Then, the following assertions
are equivalent:
(a)
¸
1in
I
f
i
c
i
⊆ I
f
0
c
0
.
(b) There exists y
∗
in IR
n
+
, such that the function u
y
∗ given by:
u
y
∗ (ω) = inf
⎧
⎨
⎩
−f
0
(ω, e) +
n
¸
i=1
y
∗
i
f
i
(ω, e), e ∈ M(ω) ∩
¸
1in
domf
i
(ω, .)
⎫
⎬
⎭
is integrable and satisﬁes:
−c
0
+y
∗
, c
u
y
∗ dμ.
130 SetValued Anal (2007) 15:125–138
3 Characterizations of Lipschitzian Properties of Integral Functionals
on L
p
, 1 p < ∞
Let us give ﬁrst the statements of the main results of this article. Hereafter 1 p <
∞ and 1/p +1/q = 1.
Theorem 3.1 Let f be a normal integrand such for an element x of L
p
(, E), f(x) is
integrable. The following assertions are equivalent:
(a) The functional I
f
is Lipschitzian on L
p
(, E).
(b) The integrand f is strictly continuous and there exists a nonnegative function a
of L
q
(, IR), satisfying for every (ω, e) ∈ × Eand e
∗
∈ ∂
C
f (ω, e), e
∗
 a(ω).
(c) The integrand f has ﬁnite values and there exists a nonnegative function a of
L
q
(, IR) verifying for every (ω, e) ∈ × E and e
∗
∈ ∂
C
f (ω, e), e
∗
 a(ω).
(d) There exists a nonnegative function a of L
q
(, IR), such that for almost every
ω ∈ , the function f (ω, .) is Lipschitzian with rate a(ω).
Theorem 3.2 Let f be a normal integrand such for an element x of L
p
(, E), f (x) is
integrable. Let us consider the following assertions:
(a) The functional I
f
is ﬁnite, calm and directionally Lipschitzian at some point of
the space L
p
(, E).
(b) The functional I
f
is ﬁnite, continuous and calmat each point of a nonempty open
subset of L
p
(, E).
(c) The functional I
f
is ﬁnite, continuous and quiet at each point of a nonempty open
subset of L
p
(, E).
(d) The functional I
f
is Lipschitzian around some point of L
p
(, E).
(e) The functional I
f
is strictly continuous on L
p
(, E).
(f) The functional I
f
is Lipschitzian on every ball of L
p
(, E).
(g) The integrand f is strictly continuous and there exist a positive constant k a
nonnegative function a of L
q
(, IR) such that for every (ω, e) ∈ × E and
e
∗
∈ ∂
C
f (ω, e), e
∗
 ke
p−1
+a(ω).
(h) The integrand f has ﬁnite values and there exist a positive constant k a non
negative function a of L
q
(, IR) such that for every (ω, e) ∈ × E and e
∗
∈
∂ f (ω, e), e
∗
 ke
p−1
+a(ω).
(i) There exist a positive constant k and a nonnegative function a of L
q
(, IR), such
that for almost every ω, for every r > 0, the function f (ω, .) is Lipschitzian with
rate kr
p−1
+a(ω) on the ball of center 0 and radius r of E.
Then, one has: (i) ⇔ (h) ⇔ (g) ⇒ (f) ⇒ (e) ⇒ (d) ⇔ (c) ⇔ (b) ⇒ (a). If the measure
μ is atomless, all the assertions are equivalent.
Let us give an immediate consequence of Theorems 3.1 (d) and 3.2 (i), when p = 1:
Corollary 3.3 Suppose the measure μ is atomless, and let f be a normal integrand.
The integral functional I
f
is Lipschitzian on L
1
(, E) if an only if it is ﬁnite, calm and
directionally Lipschitzian at some point of L
1
(, E).
In [3] Proposition 2.2, Bismut proves, when the measure μ is atomless, that a convex
integral functional continuous at a point of L
p
(, E) is everywhere continuous on
SetValued Anal (2007) 15:125–138 131
L
p
(, E). A convex function on L
p
(, E) is continuous at some point if and only if
it is Lipschitzian around this point; thus, Theorem 3.2 (d)⇔(e), extends the result of
Bismut in the nonconvex case. In [6] Theorem 2.7.5, the assertion (g)⇒(f) is already
proved. Since any functional which is contingent subdifferentiable at some point is
calm at this point, Corollary 3.4 is a consequence of Theorem 3.2 (b)⇒ (f).
Corollary 3.4 Suppose the measure is atomless. Let f be a normal integrand. If there
exists a nonempty open subset V of L
p
(, E) such that I
f
is ﬁnite, continuous and
with a nonempty contingent subdifferential at each point of V, then I
f
is Lipschitzian
on every ball of L
p
(, E).
Since any functional which is directionnally Hadamard derivable at some point is
stable at this point, Corollary 3.5 is a consequence of Theorem 3.2 (b)⇒(f) or (c)⇒
(f).
Corollary 3.5 Suppose the measure is atomless. Let f be a normal integrand. If the
integral functional I
f
is Hadamard directionally derivable at each point of an open
subset of L
p
(, E), 1 p < ∞, then it is Lipschitzian on every ball of L
p
(, E).
Proof of Theorem 3.1 From [13] Corollary 2.5 and [6] Theorem 2.3.7 we have the
equivalences: (d)⇔(c)⇔(b). The assertion (d)⇒(a) is a consequence of Hölder’s
inequality. Let us prove (a)⇒(c). For this purpose, we need Lemma 3.8, but before
let us prove the following lemmas:
Lemma 3.6 Let f be a normal integrand. Then the multifunction : (ω, e) ⇒∂ f (ω, e)
is measurable.
Proof of Lemma 3.6 × E is endowed with the tribe T ⊗B(E). Let = {(ω, e) ∈
× E: f (ω, e) ∈ IR}. Since f is normal, by Corollary 1 K of [14] the multifunction
F(ω, e) = epi f (ω, .) −(e, f (ω, e)) is measurable with closed nonempty values as
a multifunction deﬁned on the measurable set . For every n ∈ IN, nF is also
measurable and from Theorem 14.20 [17] the pointwise limit G = limsup
n
nF is
measurable. From Lemma 3.5 of [11] and Theorem 8.2 [17], for every (ω, e) ∈ ,
G(ω, e) = T
(e, f (ω,e))
epi f (ω, .) = epi f
(ω, e; .); thus, the integrand deﬁned on × E
by ((ω, e), e
) → f
(ω, e; e
) is normal. Let S be the set {(ω, e) ∈ : f
(ω, e; 0) =
0}. From [17] Corollary 14.34, S is T ⊗B(E)measurable. The integrand deﬁned
on S × E by ((ω, e), e
) → f
(ω, e; e
) is normal and proper. From Theorem 14.56
[17] the multifunction : (ω, e) ⇒∂( f
(ω, e; .))(0) = ∂ f (ω, e) is measurable as a
multifunction deﬁned on S. Since the domain of the multifunction is contained
in S, we deduce the measurability of .
Lemma 3.7 Let f be a ﬁnite valued normal integrand, and let ∂ f be the multifunction
ω ⇒{(e, e
∗
): e
∗
∈ ∂ f (ω, e)}. If the functional I
f
is stable at every point of an open
subset of L
p
(, E), then the set (L
p
× L
q
)(∂ f ) of measurable selections of ∂ f which
are in L
p
(, E) × L
q
(, E
∗
), is nonempty.
Proof of Lemma 3.7 Without loss of generality we may suppose that the functional
integral I
f
is stable at each point of the open ball of L
p
(, E) with center 0 and
132 SetValued Anal (2007) 15:125–138
radius . Let α be an element of L
p
(, IR) such that for all ω ∈ , α(ω) > 0, and
α < . Let be the multifunction of 3.6. We observe that the graphs of ∂ f and
coincide, therefore from [17] Theorem 14.8, ∂ f is with measurable graph. From
[5] III 40,41 and [5] IV 10, the multifunction F(ω) = ∂ f (ω) ∩ (α(ω)B × E
∗
) is also
with measurable graph (here B is the closed unit ball of E). Since f is normal with
ﬁnite values, Lemma 2.4 of [13], (see also Corollary 1 of [7] or VIII Proposition 1.4
of [10]), ensures the nonemptiness of the values of F and, using [5] III 22, we obtain
the existence of a measurable selection (x
0
, x
∗
0
) of this multifunction. As, for every
ω ∈ , we have: x
0
(ω) α(ω), we deduce that x
0
is in the open ball of L
p
(, E) of
center 0 and radius . Let us show that x
∗
0
is in L
q
(, E). For every (ω, e) ∈ × E,
we have x
∗
0
(ω), e f
(ω, x
0
(ω); e), and, by integration, we deduce for every x in
L
p
(, E): I
x
∗
0
,x
I
f
(x
0
;x)
. The functional I
f
is stable at x
0
. Then by [11] Corollary
2.4, and [11] Theorem 5.6 there exists a positive constant c such that for all x in
L
p
(, E): I
x
∗
0
,x
I
f
(x
0
;x)
I
f
(x
0
; x) cx. We deduce that for all x in L
p
(, E),
the function x
∗
0
, x
+
is integrable, and hence x
∗
0
, x is integrable: thus, the functional
x → I
x
∗
0
,x
is ﬁnite valued, linear and continuous. This proves that x
∗
0
is in the dual
space of L
p
(, E), that is to say L
q
(, E
∗
).
Lemma 3.8 Let M be a multifunction with measurable graph and with values in E ×
E
∗
; if (L
p
× L
q
)(M) is nonempty, it is a decomposable set rich in L
0
(M). When f is a
ﬁnite valued normal integrand, and the functional I
f
is stable at every point of an open
subset of L
p
(, E), (L
p
× L
q
)(∂ f ) is a decomposable set rich in L
0
(∂ f ).
Proof of Lemma 3.8 Let x be an element of (L
p
× L
q
)(M). Given an element y
of L
0
(M) and a σﬁnite covering (
n
)
n
of , let
n
= {ω ∈
n
: y(ω) n}, and
x
n
= y1
n
+ x1
n
c
. Then, for every n ∈ IN, x
n
is in (L
p
× L
q
)(M) and, moreover:
y1
n
= x
n
1
n
. This proves the richness of (L
p
× L
q
)(M) in L
0
(M). In case M = ∂ f ,
Lemma 3.6 ensures that ∂ f is with measurable graph and the use of Lemma 3.7 give
the second part of Lemma 3.8.
Lemma 3.9 If the functional I
f
is ﬁnite valued on L
p
(, E), then the integrand f is
almost everywhere with ﬁnite values.
Proof of Lemma 3.9 Let
∞
= {ω ∈ : ∃e ∈ E, f (ω, e) = ∞}. Then
∞
is the pro
jection on of f
−1
(∞), this last set being T ⊗B(E)measurable (Theorem 2.A
[14]), using [5] Theorem III 23 we obtain the measurability of
∞
. Suppose that
∞
is of positive measure. Let M be the multifunction with nonempty values
deﬁned on
∞
by: M(ω) = {e ∈ E: f (ω, e) = ∞}. Since the graph of M is equal to
f
−1
(∞) ∩ (
∞
× E), it is T ⊗B(E)measurable, and from [5] Theorem III 22, M
admits a measurable selection y deﬁned on
∞
. Let us deﬁne z by: z(ω) = y(ω) if
ω ∈
∞
and z(ω) = 0 if not. Let (
n
)
n
be a σﬁnite covering of . Deﬁne
n
= {ω ∈
n
: z(ω) n}, then (
n
)
n
is also a σﬁnite covering of , and thus there exists
an integer m such A
m
=
∞
∩
m
is of positive measure. Given an element x of
L
p
(, E), the function w = z1
A
m
+ x1
A
c
m
is an element of L
p
(, E) such that f (w)
is not integrable because this function is inﬁnite valued on A
m
: this contradicts the
SetValued Anal (2007) 15:125–138 133
assumption. Thus
∞
is a set of null measure. Applying this result to −f , we obtain
that f is almost everywhere with ﬁnite values.
End of the proof of Theorem 3.1.
Let us assume that I
f
is Lipschitzian on L
p
(, E), hence I
f
is ﬁnite valued on
L
p
(, E). Moreover, since I
f
is Lipschitzian on L
p
(, E), there exists a positive
constant k such for every x ∈ L
p
(, E), the set ∂ I
f
(x) is included in kB
q
, the ball of
L
q
(, E
∗
) of center the origin and radius k. For every x in L
p
(, E), we have, from
[11] Theorem 5.6 (d):
L
q
(∂ f (x)) ⊆ ∂ I
f
(x) ⊆ kB
q
. (1)
I
f
being ﬁnitevalued and Lipschitzian on L
p
(, E), Lemmas 3.9, and 3.8, ensure
that (L
p
× L
q
)(∂ f ) is a decomposable set rich in L
0
(∂ f ). If 1 < p < ∞, deﬁne
the integrand g on × E × E
∗
by g(ω, e, e
∗
) = e
∗

q
. Then due to Eq. 1, and
Theorem 2.5, the function a(ω) = sup
e∈E, e
∗
∈∂ f (ω,e)
e
∗
 veriﬁes the assumption (c) of
Theorem 3.1, since:
a(ω)
q
μ(ω) = sup
(x,x
∗
)∈(L
p
×L
q
)(∂ f )
I
g
(x, x
∗
) sup
x∈L
p
(,E), x
∗
∈∂ I
f
(x)
x
∗
q
k
q
.
Now if p = 1, deﬁne the integrand g on × E × E
∗
by: g(ω, e, e
∗
) = 0 if e
∗

k, +∞ if e
∗
 > k. We have from Eq. 1:
sup
x∈L
1
(,E), x
∗
∈ ∂ I
f
(x)
x
∗
∞
k,
hence Theorem 2.5 gives, with b(ω) = sup
e∈E, e
∗
∈∂ f (ω,e)
g(ω, e, e
∗
):
b(ω)dμ(ω) = sup
(x,x
∗
)∈(L
1
×L
∞
)(∂ f )
I
g
(x, x
∗
) sup
x∈L
1
(,E), x
∗
∈∂ I
f
(x)
I
g
(x, x
∗
) = 0.
This proves that b is the null function and therefore the function a(ω) =
sup
e∈E, e
∗
∈∂ f (ω,e)
e
∗
 is essentially bounded by k. This completes the proof of Theorem3.1.
Proof of Theorem 3.2 Let us show (i)⇒(h). Let f
ω
= f (ω, .). It sufﬁces to prove that
lipf
ω
(e) ke
p−1
+a(ω). Setting r = e, assertion (i) ensures that f is Lipschitzian
with rate k(r +)
p−1
+a(ω), on the ball of center e and radius , thus for every
, lipf
ω
(e) k(r +)
p−1
+a(ω), and this give the desired inequality. Let us prove
(h)⇒(g). It sufﬁces to prove that lipf
ω
(e) ke
p−1
+a(ω). If e
= e
are in the
ball of center e and radius , then from [13] Theorem 3.1, there exist c ∈ [e
, e
]
and sequences (c
n
)
n
, (c
∗
n
)
n
such that c
∗
n
∈ ∂ f
ω
(c
n
) and (c
n
)
n
converges to c with:
f
ω
(e
) − f
ω
(e
) liminf
n
c
∗
n
, e
−e
. From assumption 4 (h) we have:
c
∗
n
, e
−e
(kc
n

p−1
+a(ω))e
−e
, and thus:
f
ω
(e
) − f
ω
(e
)
e
−e

k(e +)
p−1
+a(ω).
134 SetValued Anal (2007) 15:125–138
Since this last inequality is valid for arbitrary e
= e
in the ball of center e and radius
, we obtain lipf
ω
(e) ke
p−1
+a(ω), and thus, assertion (g) is satisﬁed. With the
mean value Theorem [6] Theorem 2.3.7 we show easily (g)⇒(i). We have proved the
equivalences: (i)⇔(h)⇔(g) The proof of (g)⇒(f) can be found in [6] Theorem 2.7.5
when is of ﬁnite measure and the function a is bounded. The proof in the general
case is similar. It is clear that (f)⇒(e)⇒(d)⇒(a). The equivalences: (d)⇔(c)⇔(b)
are consequences of the following Proposition which is adapted from Benyamini and
Lindenstrauss [2] Proposition 6.45.
Proposition 3.10 Let X be a Banach space and f be a numerical function deﬁned on
X. The following assertions are equivalent:
(a) f is ﬁnite, continuous and calm at every point of a nonempty open set.
(b) f is ﬁnite, continuous and quiet at every point of a nonempty open set.
(c) f is locally Lipschitz at some point of X.
The proof of Proposition 3.10 is a slight modiﬁcation of that given in [2] Proposi
tion 6.45. For convenience let us give it. Suppose the second assertion is satisﬁed on
the open set U. We will prove that f is locally Lipschitzian at some point of U. Let
B
δ
be the open ball of X of center 0 and radius δ. There exists an open subset V of U,
and > 0 such that: V + B
⊂ U. Since f is continuous on U, for each 0 < t < 1, the
function q(x, u, t) = t
−1
( f (x +tu) − f (x)) is continuous on V × B
. For each integer
n, let us deﬁne A
n
as:
A
n
=
¸
(x, u) ∈ V × B
: sup
0<t1/n
sup(q(x, u, t), q(x, −u, t)) nu
¸
.
For each integer n, A
n
is a relatively closed subset of V × B
. Moreover, since f is
quiet on V we have: V × B
= ∪
n
A
n
. From the Baire property, there exists (x
0
, u
0
) ∈
V × B
, a natural number m and a positive real number r such that:
sup(q(x, u, t), q(x, −u, t)) mu (2)
whenever 0 < t 1/m, x is in x
0
+ B
r
, and u is in u
0
+ B
r
. Let r
0
= min
r
m
,
r
2
2(u
0
+r)
.
Let us show that f is Lipschitz on x
0
+ B
r
0
2
. Let x, y ∈ x
0
+ B
r
0
2
, so that x − y
r
0
. Deﬁne t =
x−y
r
, v = r
y−x
x−y
, then y = x +tv. Since x − y r
0
, we have 0 <
t 1/m. We claim that z = y +tu
0
(= x +t(u
0
+v)) is in x
0
+ B
r
because tu
0
r
0
r
u
0
r/2 . Now, since v = r, the following equality
f (x) − f (y) = f (x) − f (z) + f (z) − f (y)
= f (z −t(u
0
+v)) − f (z) + f (y +tu
0
) − f (y)
gives, using Eq. 2:
f (x) − f (y) mt(u
0
+v + u
0
)
m(2u
0
+r)
r
x − y.
This last inequality shows that f is Lipschitzian around x
0
. We have proved: (b)⇒(c).
Taking −f we deduce (a)⇒(c). Since a locally Lipschitz function around some point
SetValued Anal (2007) 15:125–138 135
is calm and quiet on some neighbourhood of this point, the proof of Proposition 3.10
is complete.
Now, let us suppose the measure μ is atomless. For the reverse implications, we
prove ﬁrst: (a)⇒(e). Let x be a point of L
p
(, E) where assertion (a) is satisﬁed.
Since I
f
is calm at x, from [11] Deﬁnition 2.2 and [11] Lemma 4.4, there exist positive
constants c and such that for every y
 < :
I
f
(x) −cy
 I
f
(x + y
) = −I
−f
(x + y
). (3)
Let us prove ﬁrst that I
f
is stable at x. Since I
f
is directionally Lipschitzian at x respect
to some vector y, we obtain:
limsup
r→0
+
y
→y
r
−1
(I
f
(x +ry
) − I
f
(x)) < +∞.
From the above inequality, we deduce the existence of positive constants k, δ, such
that:
sup{r
−1
(I
f
(x +ry
) − I
f
(x)): 0 < r < δ, y
− y
p
} < k. (4)
We apply Theorem 2.6 with M(ω) = E, X = L
p
(, E) and:
f
0,r
(ω, e) = r
−1
( f (ω, x(ω) +re) − f (ω, x(ω))), f
1
(ω, e) = e − y(ω)
p
.
Relation (4) can be written: for every 0 < r < δ, I
f
1
⊆ I
f
0,r
k
. The assumptions
of Theorem 2.6 are satisﬁed since I
f
1
(y) = 0, and, for δ
= inf (δ, (1 +y)
−1
), using
Eq. 3 we also obtain:
for every 0 < r δ
, I
−f
0,r
(y) cy < ∞. (5)
We deduce the existence of a nonnegative scalar y
∗
r
such that:
−k
u
r
dμ −y
∗
r
, (6)
with:
u
r
(ω) = inf
e∈E
{−f
0,r
(ω, e) + y
∗
r
f
1
(ω, e)} −f
0,r
(ω, y(ω)). (7)
From Eqs. 5, 6, and 7, the family (
u
r
dμ)
0<r<δ
is bounded above by cy, and
from Eq. 6 the family of nonnegative numbers (y
∗
r
)
0<r<δ
is bounded above by k
=
(k +cy)
−1
. Therefore from the deﬁnition of u
r
and Eq. 6 we obtain: for every
r ∈]0, δ
[ and (ω, e) ∈ × E,
−k
u
r
dμ and f
0,r
(ω, e) k
f
1
(ω, e) −u
r
(ω). (8)
Fixing z with 0 < z δ
, and setting r = z, y
= zz
−1
, then z = ry
and by
integration in Eq. 8, we deduce:
I
f
(x + z) − I
f
(x) = I
f
(x +ry
) − I
f
(x) r(k
y
− y
p
+k) k
z , (9)
with k
= sup{k
y
− y
p
+k, y
 = 1} < ∞. Thus Eq. 9 gives the quietness of I
f
at x. Then I
f
is stable at x, hence continuous at x. By the use of [11], Theorem 4.1
(c) and Corollary 4.3 (c), we obtain the ﬁniteness of I
f
on L
p
(, E), hence for every
136 SetValued Anal (2007) 15:125–138
element x of L
p
(, E), I
−f (x)
= −I
f (x)
. But I
f
is directionally Lipschitzian at x with
respect the direction y, therefore the condition of Deﬁnition 2.1 becomes:
limsup
r→0
+
x
→x
y
→y
r
−1
(I
f
(x
+ry
) − I
f
(x
)) < +∞.
We deduce the existence of positive constants γ, , l verifying:
sup{I
r
−1
( f (x
+ry
)−f (x
))
: 0 < r < γ, x
− x
p
, y
− y
p
} < l. (10)
Once again we apply Theorem 2.6, with M(ω) = E
2
, X = L
p
(, E)
2
and
f
0,r
(ω, e, e
) = r
−1
( f (ω, e +re
) − f (ω, e));
f
1
(ω, e, e
) = e − x(ω)
p
;
f
2
(ω, e, e
) = e
− y(ω)
p
.
Condition (8) can be written: for every 0 < r < γ , I
f
1
∩ I
f
2
⊆ I
f
0,r
l
.
The assumptions of Theorem 2.6 are satisﬁed since I
f
1
(x, y) = I
f
2
(x, y) = 0, and for
0 < r < γ
with γ
= inf(δ
, γ ), using (5) we have:
I
−f
0,r
(x, y) cy. (11)
We obtain the existence of nonnegative scalars y
∗
1,r
, y
∗
2,r
satisfying:
−l
u
r
dμ −(y
∗
1,r
+ y
∗
2,r
), (12)
with:
u
r
(ω) = inf
(e,e
)∈E×E
¸
−f
0,r
(ω, e, e
) + y
∗
1,r
f
1
(ω, e, e
)
+y
∗
2,r
f
2
(ω, e, e
)
¸
−f
0,r
(ω, x(ω), y(ω)) (13)
From Eqs. 11 and 13 we deduce that the family (
u
r
dμ)
0<r<γ
is bounded above
by cy. Moreover: y
∗
1,r
+ y
∗
2,r
m = (l +cy)
−1
. We have proved that, for every
r ∈]0, γ
[ and (ω, e) ∈ × E:
f
0,r
(ω, e, e
) m( f
1,r
(ω, e, e
) + f
2,r
(ω, e, e
)) −u
r
(ω). (14)
Using Eq. 12 which implies that −l
u
r
dμ, by integration in Eq. 14, we obtain at
every point x
0
of L
p
(, E):
sup
0<r<γ
x
−x
0

z=
r
−1
(I
f
(x
+rz) − I
f
(x
)) < m sup
x
−x
0

z=
(x
− x
p
+z − y
p
) +l < ∞.
This proves the ﬁniteness of the Lipschitz rate of I
f
at x
0
. Therefore I
f
is strictly
continuous on L
p
(, E), and the proof of (a)⇒(e) is complete. Let us prove the
assertion (e)⇒(h). Let us observe ﬁrst that, when assumption (e) holds, I
f
is ﬁnite
at any point of L
p
(, E), hence, the use of Lemma 3.9 ensures the ﬁniteness of the
values of the integrand f . Using Lemma 3.7, let (x
0
, x
∗
0
) be in (L
p
× L
q
)(∂ f ). The
functional I
f
is locally Lipschitz around the point x
0
of L
p
(, E). There exist positive
constants , c so that I
f
has Lipschitz constant c in the ball of L
p
(, E) centered at
x
0
and with radius
1/p
. Let cB
q
be the ball of L
q
(, E
∗
) centered at the origin and
SetValued Anal (2007) 15:125–138 137
with radius c. For every x in the ball of center x
0
and radius
1/p
, we have, from [11]
Theorem 5.6 (d):
L
q
(∂ f (x)) ⊆ ∂ I
f
(x) ⊆ cB
q
. (15)
Let us assume ﬁrst 1 < p < ∞. Introduce the integrands: f
0
(ω, e, e
∗
) = e
∗

q
;
f
1
(ω, e, e
∗
) = e − x
0
(ω)
p
and the set X = (L
p
× L
q
)(∂ f ). From Lemma 3.8, X is
a decomposable set rich in L
0
(∂ f ), and the inclusions (15) can be written:
sup{I
f
0
(x, y): I
f
1
(x, y) , (x, y) ∈ X} c
q
, or I
f
1
⊆ I
f
0
c
q
.
Since I
f
1
(x
0
, x
∗
0
) = 0 < and I
f
0
(x
0
, x
∗
0
) is ﬁnite, we deduce again from Theorem 2.6,
the existence of a nonnegative y
∗
such that the function u deﬁned by: u(ω) =
inf
(e,e
∗
)∈∂ f (ω)
−f
0
(ω, e, e
∗
) + y
∗
f
1
(ω, e, e
∗
) is integrable. Let v = (−u)
+
. Thus, for every
(ω, e) ∈ × E, and e
∗
∈ ∂ f (ω, e), we obtain:
e
∗

q
y
∗
e − x
0
(ω)
p
+v(ω). (16)
Since t +t

p
= 2(
t+t
2
)
p
2
p−1
(t
p
+t

p
), taking k = (2
p−1
y
∗
)
1/q
and a(ω) =
(2
p−1
y
∗
x
0
(ω)
p
+v(ω))
1/q
, we deduce from Eq. 16: for every (ω, e) ∈ × E and
e
∗
∈ ∂ f (ω, e),
e
∗
 ke
p−1
+a(ω), with a ∈ L
q
(, IR).
This last inequality is just assertion (h) of Theorem 3.2. In order to com
plete the proof of assertion (e)⇒(h) in Theorem 3.2, now we consider the case
p = 1. Introduce the integrands: f
1
(ω, e, e
∗
) = e − x
0
(ω), f
0
(ω, e, e
∗
) = 0 if e
∗

c, +∞ if e
∗
 > c, and X = (L
1
× L
∞
)(∂ f ). Assumption (15) can be written:
sup{I
f
0
(x, y): I
f
1
(x, y) , (x, y) ∈ X} 1, or I
f
1
⊆ I
f
0
1
.
Since I
f
1
(x
0
, x
∗
0
) = 0 < and I
f
0
(x
0
, x
∗
0
) = 0, we can apply Theorem 2.6. There exists
a nonnegative constant y
∗
such that the function:
u(ω) = inf
(e,e
∗
)∈∂ f (ω)
−f
0
(ω, e, e
∗
) + y
∗
f
1
(ω, e, e
∗
).
is integrable. Thus, for every (ω, e) ∈ × E, and e
∗
∈ ∂ f (ω, e), we obtain:
f
0
(ω, e, e
∗
) f
1
(ω, e, e
∗
) −u(ω).
which is equivalent to:
e
∗
∈ ∂ f (ω, e) ⇒ e
∗
 c .
We have proved assertion (h) of Theorem 3.2 in case p = 1. The proof of
Theorem 3.2 is complete.
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