2614 CHAPTER 77. STOCHASTIC INCLUSIONS

Then there is a continuous function t→ ⟨Bu,v⟩(t) such that

⟨Bu,v⟩(t) = ⟨B(u(t)) ,v(t)⟩

a.e. t such thatsup

t∈[0,T ]|⟨Bu,v⟩(t)| ≤C∥u∥X ∥v∥X

and if K : X → X ′

⟨Ku,v⟩ ≡∫ T

0⟨Lu,v⟩ds+ ⟨Bu,v⟩(0)

Then K is continuous and linear and

⟨Ku,u⟩= 12[⟨Bu,u⟩(T )+ ⟨Bu,u⟩(0)]

If u ∈ X and Bu(0) = 0 then there exists a sequence {un} such that ∥un−u∥X → 0 butun (t) = 0 for all t close to 0.

77.4 Measurable Approximate SolutionsThe main result in this section is the following theorem. Its proof follows a method due toBrezis and Lions [91] adapted to the case considered here where the operator is set valued.In this theorem, we let F : V →V ′ be the duality map ⟨Fu,u⟩= ∥u∥p ,∥Fu∥= ∥u∥p−1 forp > 1.

As above, Lu = (Bu)′ . In addition to this, define Λ to be the restriction of L to thoseu ∈ X which have Bu(0) = 0. Thus

D(Λ) = {u ∈ X : Bu(0) = 0}

Then one can show that Λ∗ is monotone. It is not hard to see that this should be the case.Let v ∈ D(Λ∗) and suppose it is smooth. Then∫ T

0⟨Λu,v⟩dt = ⟨Bu(T ) ,v(T )⟩−

∫ T

0

⟨Bu,v′

⟩dt

and so, if∣∣∣∫ T

0 ⟨Λu,v⟩dt∣∣∣≤C∥u∥V , then we need to have v(T ) = 0 and Λ∗v =−Bv′. Now

it is just a matter of doing the computations to verify that

⟨Λ∗v,v⟩ ≥ 0.

Lemma 77.4.1 Let K and L be as in Proposition 77.3.7. Then for each f ∈ V ′ and u0 ∈W,there exists a unique u ∈ X such that

⟨Ku,v⟩+Fu = ⟨ f ,v⟩+ ⟨Bv(0) ,u0⟩ (77.4.9)

for all v ∈ X . Also, the mapping which takes ( f ,u0) to this solution is demicontinuous inthe sense that if fn→ f strongly in V ′ and u0n→ u0 in W, then un→ u weakly in V .

2614 CHAPTER 77. STOCHASTIC INCLUSIONSThen there is a continuous function t —> (Bu,v) (t) such that(Bu, v) (t) = (B(u(t)) ,v(t))a.e. t such thatsup |(Bu,v) (t)| < Clullx [lvllxte[0,T]and if K:X — X'T(Ku,v) = i (Lu, v) ds + (Bu, v) (0)Then K is continuous and linear and—(Ku,u) = 5[(Bu,u) (T) + (Bu, u) (0)]2If u € X and Bu(0) = 0 then there exists a sequence {uy} such that ||u,—ul|y — 0 butUn (t) = 0 for all t close to 0.77.4 Measurable Approximate SolutionsThe main result in this section is the following theorem. Its proof follows a method due toBrezis and Lions [91] adapted to the case considered here where the operator is set valued.In this theorem, we let F : V > V’ be the duality map (Fu,u) = |lu||? ,||Fu|| = ||ul?~! forp>.As above, Lu = (Bu)'. In addition to this, define A to be the restriction of L to thoseu € X which have Bu (0) = 0. ThusD(A) = {ue X : Bu(0) = 0}Then one can show that A* is monotone. It is not hard to see that this should be the case.Let v € D(A*) and suppose it is smooth. ThenT T F[usar = (Bu(r),»(7))— | (Bu, v') dtand so, if Wo (Au, v) dr| <C|lul|, , then we need to have v(T) = 0 and A*v = —Bv’. Nowit is just a matter of doing the computations to verify that(A*v,v) >0Lemma 77.4.1 Let K and L be as in Proposition 77.3.7. Then for each f € ¥' and ug € W,there exists a unique u € X such that(Ku,v) + Fu = (f,v) + (Bv (0) ,uo) (77.4.9)for all v € X. Also, the mapping which takes (f,uo) to this solution is demicontinuous inthe sense that if fy, + f strongly in V' and ugn — ug in W, then un —> u weakly in ¥.