2714 CHAPTER 79. INCLUDING STOCHASTIC INTEGRALS

Lemma 79.4.7 There exists a set M ⊆ [0,T ] having measure zero such that for t /∈M,

lim infn→∞

∫Ω

|un (t,ω)|2 dP≥∫

|u(t,ω)|2H dP

We will always assume T /∈M because otherwise, we could complete the argument withT̂ /∈M arbitrarily close to T and then draw the desired conclusions or settle for drawing thedesired conclusions with

[0, T̂]

replacing [0,T ] where T̂ is a fixed number as close to T asdesired. Note that the inequality is only strengthened by going to a subsequence.

Then from the Ito formula and 79.4.44,

12|un (T )|2H −

12|u0|2H +

1n

∫ T

0⟨Fun,un⟩ds+

∫ T

0⟨zn,un⟩ds

−12

∫ T

0||Φ||2L2

ds =∫ T

0⟨ f ,un⟩ds+Mn (T ) (79.4.55)

where Mn (t) is a local martingale, M (0) = 0. Therefore,∫Ω

∫ T

0⟨zn,un⟩dsdP≤

∫Ω

∫ T

0⟨ f ,un⟩dsdP− 1

2

∫Ω

(|un (T )|2H

)dP+

12

∫Ω

(|u0|2

)dP

+12

∫Ω

∫ T

0||Φ||2L2

dsdP+

=0︷ ︸︸ ︷∫Ω

Mn (T )dP

To make more precise, one would use a localizing sequence of stopping times for the localmartingale, take expectations and then pass to a limit, but the end result will be as above.Then taking limsupn→∞ of both sides and using Lemma 79.4.7,

lim supn→∞

∫Ω

∫ T

0⟨zn,un⟩dsdP

≤∫

∫ T

0⟨ f ,u⟩dsdP− 1

2lim inf

n→∞

∫Ω

|un (T )|2H dP

+12

∫Ω

(|u0|2

)dP+

12

∫Ω

∫ T

0||Φ||2L2

dsdP

≤∫

∫ T

0⟨ f ,u⟩dsdP+

12

∫Ω

(|u0|2

)dP

+12

∫Ω

∫ T

0||Φ||2L2

dsdP− 12

∫Ω

|u(T )|2H dP

On the other hand, from 79.4.48 and the Ito formula,

⟨z,u⟩V ′,V =∫

∫ T

0⟨ f ,u⟩dsdP+

12

∫Ω

(|u0|2

)dP

+12

∫Ω

∫ T

0||Φ||2L2

dsdP− 12

∫Ω

|u(T )|2H dP

2714 CHAPTER 79. INCLUDING STOCHASTIC INTEGRALSLemma 79.4.7 There exists a set M C [0,T] having measure zero such that fort ¢ M,lim int f lun (t.00) ap > | lu (t,@)|z,aPQ QNn—yooWe will always assume T ¢ M because otherwise, we could complete the argument withT ¢ M arbitrarily close to T and then draw the desired conclusions or settle for drawing thedesired conclusions with (0, T| replacing (0, 7] where 7 is a fixed number as close to T asdesired. Note that the inequality is only strengthened by going to a subsequence.Then from the Ito formula and 79.4.44,1 1 1 st r5 lla (T)lin— 5 Wola, ff (Fuinsta) ds + (enota) ds1 /? T-5 | \m|l2, a= | (f,Un) ds +My (T) (79.4.55)where M,, (t) is a local martingale, M (0) = 0. Therefore,TLl (ZnsUn) dsdP <Q/0[ [ runasae—5 [ (\un(Thlis) aP+5 [| (|uol®) a=01 T- ®||*,. dsdP [mo(nyar+5 [hf \ellinasar+ | m.(r)To make more precise, one would use a localizing sequence of stopping times for the localmartingale, take expectations and then pass to a limit, but the end result will be as above.Then taking limsup,,_,., of both sides and using Lemma 79.4.7,Tlim sup | | (Zn;Un) dsdPQ/0noor 1, 2< Lf (FaudsdP — tim int, [Je (1) dP> dP+-— P| |“, dsdP+5 [ (ol?) ae+s ff \ell2,as< [ [ rmasae +5 [. (Iw?) ap1 DP eii2 1 2= P|", dsdP — = T)\7,dPOn the other hand, from 79.4.48 and the Ito formula,(Zu)yry = [L [ ranasar +5 [, (wl?) a1 5 oT 2 1 2x @| |“, dsdP — ~ T)|4P+5 ff \iell,asar—5 [lula