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Internat. J. Math. & Math. Sci.

Vol. i0 No. 3

(1987)

433-442

433

CONVERGENCE THEOREMS FOR BANACH SPACE

VALUED INTEGRABLE MULTIFUNCTIONS

NIKOLAOS S. PAPAGEORGIOU

Department of Mathematics University of California Davis, California 95616 (Received May 21, 1986)

ABSTRACT. In this work we generalize a result of Kato on the pointwise behavior of a weakly convergent sequence in the Lebesgue-Bochner spaces

LX(fi)

P (I

_<

p

_<

(R)). Then we use that result to prove Fatou’s type lemmata and dominated convergence theorems for the Aumann integral of Banach space valued measurable multifunctions. Analogous con- vergence results are also proved for the sets of integrable selectors of those multifunctions. In the process of proving those convergence theorems we make some useful observations concerning the Kuratowski-Mosco convergence of sets.

KEY WORDS AND PHRASES. Convergence, measurable multifunctions, nonatomic.

1980 AMS SUBJECT CLASSIFICATION CODE. 28A45, 46GI0.

1. INTRODUCTION.

In [I] Schmeidler motivated from problems in mathematical economics, proved a set valued version of Fatou’s lemma, for multlfunctions taking values in

n

A different

proof and some additional results in this direction were obtained later by Hildenbrand and Mertens [2].

Finally Artstein in [3] provided the sharpest version of that result. However all the above authors apparently were unaware of an earlier analogous result of Kato

[4],

for Banach space valued functions. The purpose of this note is to significantly extend the result of Kato [4], use that extension to prove a Fatou’s lemma for Banach space valued’ multifunctions, extending this way the works of Schmeidler [I Hildenbrand-Mertens [2] and Artstein [3] and finally prove a dominated convergence theorem for Banach space valued multifunctions. Then we obtain analogous convergence results for the sets of Bochner integrable selectors of the multlfunctions. Our results can have important applications in optimization, optimal control, differential inclusions, abstract evolution equations and mathematical economics.

2. PRELIMINARIES.

Let

(,l,)

be a complete, o-flnite measure space and X a separable Banach space, with X being its topological dual. We will use the following notations:

P (X) {A X nonempty, closed,

(convex)}

f(c)

(2)

434

P (x) {A =-X nonempty, w-compact,

(convex)}

wk(c)

acA

function from A i.e. for all x X,

dA(X) inf[[x-a[l

and by

OA(’)

the support a A

function of A i.e. for all x X

,OA(X

sup(x ,a).

aA

A multifunction F

Pf(X)

is said to be measurable if it satisfies any of the following equivalent conditions:

i) for all x X, m *d (x) is measurable F()

ii) there exists a sequence

{fn ")}n>l

of measurable functions

s.t. F()

cl{fn()}n>

for all (Castaing’s representation).

iti) GrF

{(,x)

xX x

F()}

ExB(X), where B(X) is the Borel o-field of X (graph measurability).

the set of all selectors of F(-) that belong to the Lebesgue- We denote by S

F

{f(.) (G)

f()

F()u-a.e.}

It is easy to see

Bochner space () i.e. S F

that this set is closed and it is nonempty if and only if inf

xeF(m)

L+.

We say

that F X

Pf(X)

is integrably bounded if it is measurable and

F(’)I L+.

Using the set

SF,

we can define a set valued integral for F(-) as follows:

F(m)dM(m)

{

f(m)du() f(’)

S.

This integral is known as

Aumann’s

integral.

If {A are nonempty subsets of X, we define nn>l

s lira A {x s X x s lira x x s A,n

>

I}

and w-

n+-lim An

{x X x lira

Xk,

xk E

Ank,

k

_>

I}.

We say that the

A’s

converge to A in the Kuratowski-Mosco sense (denoted by n

A

_K

A) if and only if w- lira A A s lira A For more details we refer to

n n n

the nice works of Mosco [5], [6] and of Salinetti and Wets

[7],

[8] and [9].

3. CONVERGENCE RESULTS FORTHE AUMANN INTEGRAL.

In this section our goal is to prove a

Fatou’s

lemma and a dominated convergence theorem for the Aumann integral. We start with an interesting observation concerning the w-lira of a sequence of nonempty sets. Assume that X is a Banach space.

PROPOSITION 3.1. If for all n

>I

An and An

-=

G where G w

Pk

(x)

* * * *

then for all x e X lira o

A (X) o

(x.__._)

n w-lira A

* * *

PROOF. Fix x e X and let xn g An s.t. (x ,xn -OA (x). Let

{Xk}k>

be

a subsequence of {xn n>l s.t. (x ,x

k)

liraoA (x) as k

.

Since {xn n>l

---G,

n

(3)

CONVERGENCE THEOREMS FOR BANACH SPACE 435 invoking the Eberlein-Smulian theorem and by passing to a subsequence if necessary, we may assume that x w

k x.

* * *

Then xew-lim

An =>

(x ,x)

<

o (x)

=>

lira oA (x)

<

o (x)

w-lira A n w-lira A

n n

Q.E.D.

This leads us to the following interesting theorem that generalizes significantly an earlier result of Kato

[4],

who had X to be reflexive with a uniformly convex dual,

<

p

<

and the sequence of vector valued functions was uniformly bounded.

Here (,E,V) is a measure space, X aBanach space and

<

p

< .

w-Lp

THEOREM 3.1. If {fn(’)

f(’)}

n>l

() fn

(")

___x_+

f(.) and

fn

() e G()-a.e. where G() e

Pwk(X),-a.e.

then f() e cony w-lira

{fn()}n>l-a.e.

PROOF. From Mazur’s lemma we know that for all k

>

f() e cony f ()v-a.e.

n>k n

Let x

,

e X Then for all k

>

we have:

, ,

(x f())

<

o (x) o (x) sup(x fn())-a.e.

cony n>k

fn

() n>k

fn

() n>_k

=>

(x ,f())

<

lim (x ,f ()) lira o (x) ,-a.e.

n {f

()}

n Using proposition 3.1 we get that

,

lim o (x)

<

o (x)

{fn()}

w-lim

{fn()}n>l

-a.e.

=>

(x

, ,f()) <

0 (x)

w-lim {f

()}

n n>l -a. e.

=>

f(m) e cony

w-li---

{f

()} -a.e.

n n>l

Q.E.D.

Having this theorem we can have the w-lim version of

Fatou’s

lemma for the Aumann integral.

Now (,l,) is a nonatomic, o-finite, complete measure space and X a separable Banach space.

(4)

436 N.S.

PAPAGEORGIOU

THEOREM 3.2.

If Fn Pf(X)_

are measurable multlfunctions s.t. for all

n

_>

I,

Fn

()

=-"

G()-a.e. where G

Pwkc(X)

is integrably bounded and

w-lira F () is measurable n

then

w-li--- f Fn()d()

cl

f w-li---

F ()dB().

PROOF. Let x E

w-li--- f

Fn()d (m). Then there exist

f1 Fnk()d()

s.t.

xu __w_+

x. From the definition of the Aumann

_

integral,and thewe know that there exist

fk

(")

SF

n s.t. xk

f fk

()d()" But SF SG

k fl nk

w-compact in

(fl)

[I0]. So by passing if necessary to a further subse- latter is

w-LIx_+

Hence x

f

f(m)d(m). But

quence, we may assne that

fk

(’) f(") E S

G.

from theorem 3.1 we know that f() cony w-lira {fn

()} n> l-a.e. ->

f() e cony w-lira

F ()-a.e.

>

x

f

conv

w-li--- Fn()d().

Since by hypothesis

w-li-

F ()

n n

is graph measurable and (") is nonatomic, we have that

()d(m)

f

cony

w-li--

F ()d(). Thus finally we have that

cl

f w-li--’

Fn n

x cl

w-li---

F

()d(),

which proves Fatou’s lemma for the weak llndt superior.

n

Q.E.D.

Next we w-Ill prove the s-lim version of

Fatou’s

lemma. This can be achieved under less restrictive hypotheses on the sequence {F

(")}

n

n>l"

Here

(,l,)

is a complete, u-finite measure space and X a separable Banach space

THEOREM 3.3.

__If Fn 2X\{$}

are integrably bounded and

{IFn(’)l}n>l

is

uniformly integrable

then

f

s-lira F f(a)d(a) s-lira

f Fn(t)d().

PROOF. Let x e

f

s-lira F f(to)d(a). Then x f(to)dl(to with f(’)

S Now consider the multifunctions L ()

s-lira F n

n

{x : F (m) d (f(())

< llx-f(m)ll

+

!}.

Because the function

F () n

(,x)

d (x) ts ratheodo, it ts superpostttoually easurable and so ()

m d ((f())

s

measurable.

en

(re,x) d (f(m))

I

f(

)I

Is a Caratheodory

F () ()

(5)

CONVERGENCE THEOREMS FOR BANACH SPACE 437 function and so jointly measurable. So

{(,x)

e

xX

d (f())

[Ix-f()[[ < I-}

n e

F () n

n F /t --n

n

GrF e ExB(X). Apply Aumann’s selection theorem to find f X measurable s.t.

n n

fn

() e

Ln()

for all e

.

From the definition of

s-lira__ Fn

() [ll] we know that F ()

n

f()d() x and xn Fn()d()

=>

x s-lira

.

Fn()d(). Hence Fatou’s

lemma follows.

Q.E.D.

REMARK. From Kuratowski [II], we know that an equivalent definition of

s-lim F () is: s-lim F () (x e X lim d (x) O} and that s-lira F (m) is a

n n

n+ F (m) n

n

closed set. Note that (,x) d (x) being Caratheodory it is jointly measurable F ()

n

and then so is lim d (x). Hence

{(,x) xX

lira d (x) O} ZxB(X)

=>

n+ F (a) rr+a, F

n n

Gr(s-lim F (’)) ZxB(X)

=>

s-lim F () is measurable.

n n

Combining the two Fatou’s lemmata we can have a dominated convergence theorem for the Aumann integral.

So assume that (,Z,) is nonatomic, complete, o-finite mesure space and X a separable Banach space.

THEOREM 3.4. If F

Pf(X)_

are measurable multifunctlons s.t. F (m)

n n

G()-a.e. with G

Pwkc(X)

integrably bounded and

Fn

()

_K_M_+

F()-a.e.

then

Fn()d() _K-_M__+

cl

f

F()d().

PROOF. This follows from theorem 3.2 and 3.3 if we recall that F () n

F()-a.e.

<=>

w-lira Fn() F() s-lim Fn(m) and F(") is closed valued and

measurable.

Q.E.D.

REMARK. If we assume that F(" is convex valued (which is the case if the F’s are) then we have that

Fn()dv(m) _K-_M__+

F()dv() [I0]. Furthermore in this case we can relax the nonatomlcity hypothesis on V(’).

We will close this section with a dominated convergence theorem for the Hausdorff metric h(’,’) on

Pf(X).

Let (li,Z,V) be a complete, o-finite measure space and X a separable Banach space.

THEOREM 3.5. If Fn ii Pf(X) are measurable multifunctlons,

{IFn (’)l}n>l

is uniformly integrable and F ()

__h_+

F() inmeasure

n

(6)

then cl

f Fn()d() h_+ clf

F()d.(m).

PROOF. Recal1 that h(c 1

f Fn(m)d

(m), cl

f

F()d (m))

_< f h(Fn

(m) F(m))dB(m).

Also h(F ()n F())<

IF

n

()1

+

IF()I"

Then using the extended dominated theorem [12] we get

f h(Fn()

F(to))di(a) + 0

=>

h(cl

f

F (a,)d(a)

convergence

cl

f

F()d()) + 0 as n ".

Q..E.D.

4. CONVERGENCE RESULTS FOR THE SETS OF INTEGRABLE SELECTORS.

In this section we prove analogous convergence theorems for the sets S Fn

As before we will start with two Fatou’s type theorems. But first we need the following auxiliary result about the Kuratowski-Mosco convergence of sets.

Here X is any Banach space.

* * ,

PROPOSITION 4.1.

l__f

for all x e X lim oA (x)

<

O

A(X

n then w-lim A

c__

cony A.

n

x. So for PROOF. Let x w-lira A Then there exist A s t. x_----+

all x e X (x ,x

k)

(x ,x) ffi> (x ,x)

<_

limoA (x)

_<

O

A(X =>

x conv A.

n

Q.E.D.

Now we are ready for the first Fatou’s type convergence result. So let

(fl,l,)

be a complete, o-finite measure space and X a separable Banach space

THEOREM 4.1.

__If Fn

fl

Pf(X)_

are measurable multifunctlons s.t.

{IFn(’)l}n>l

is uniformly integrable and

s-lira__ Fn

then Ss-i im Fn

= s-li.__m SF

n

PROOF. Let u(’) e

().

Then we have:

d (u) +/-.

I-ul

inf

f lf(to)

u(m)

Idu) f

fS feS

S F

Fn n n

xF ( n

f

d (u())d().

Fn

So using Fatou’s lemma [12] we get that:

(7)

CONVERGENCE THEOREMS FOR BANACH SPACE 439

li---

d (u)

li---- f

d (u())d()

< li---

d (u())d().

F () F ()

SF

n n

n

But from theorem 2.2 (i) of Tsukada [13] we have that for all

lira d (u())

<

d (u())

F () s-lira F ()

=> f li---

d (u())

< f

d (u(o))di() d (u)

F () s-lira F ()

n n S

s-lira F n

=>

lira d (u)

<

d (u)

SF Ss-1

im F

n n

Note that s-li____m

Fn()

s

Pfc(X)-a.e.

So S s

Pfc(Lx I)

and since u(’) s s-lira F

L()

was arbitrary we can apply theorem 2.2 (li) of Tsukada [13] and conclude that S

___ s-li___m

SF

s-lim F n

n

Q.E.D.

We have the analogous result for w-lira. The assumptions on the spaces

(,E,)

and X remain the same.

THEOREM 4.2.

__If Fn Pfc(X)

are measurable multifunctions s.t. for all

>

F (m)

c_.

G(m)-a.e. where G I

Pwkc(X)

is integrably bounded and n

w-lira F () is graph measurable n

c S

then w-lim S

F cony

-li--

F

n n

If in addition w-lira

Fn()

s

Pfc(X)

for all s

c S then w-lira S

F w-lim F

PROOF. From the Dinculeanu-Foias theorem

[14],

we know that

(Li)*

Let u(’) s L

,

Then we have:

X w

*

a (u) sup

(u(),f())d()

SF f(’)sS F

a

n n

sup (u(o) ,x)dl (ul)

;

a (u(u))di(u).

xF (m) f/ F()

n n

(8)

440 N.S.

Then using Fatou’s lemma we get that

li--

(u)

li--- I

(u(m))d(m)

<

lim (u(m))d(m).

F () F ()

SF

n n

n

But from proposition 3.1 we know that for all m E lim (u())

<

(u())

F () w-lira F (m)

n n

and since w-lira F (m) is by hypothesis graph measurable we have that:

n

f

0 (u())dv() o (u).

i

w-li---

F () S F

n w-lira n

So finally we have that:

lim o (u)

<

o (u).

SF

Sw-lim F

n n

Since this is true for every u(-) L

,

conclude that X

w C conv S

w-lira S

F

w-li---

F

n n

from proposition 4.1 we

If in addition

w-li--

Fn(.) is

Pf

c(X)-valued then S

c__ S1

of course closed and so w-lim S

F -lim F

n n

w-lira F n

Q.E.D.

is convex and

Combining theorems 4.1 and 4.2 we can have a dominated convergence theorem for Our assmptions on

(fl,r. ,V)

and X remain as before.

the sequence

{SF n>l"

n

THEOREM 4.4.

__If Fn

l

Pfc(X)

are measurable multifunctions s.t. for all

n

_> Fn

(m) _c G(m)v-a.e. where G

Pwkc(X)

is integrably bounded and

Fn

(m)

__K-M-+

F()v-a.e.

then S

K-M

F S

n

F.

PROOF. Note that because for all n

_> Fn

()

_c

G()-a.e. with G()

Pwkc(X)

w-lira F () #

-a.e.

But w-lira F () F() #

-a.e.

Also since s-lira F ()

n n n

F()-a.e., we have that F()

Pfc(X)-a.e.

and / F() is measurable (recall (’)

K-M_+

is complete). So using theorems 4.1 and 4.2, it is easy to see that S

F S

F.

n Q.E.D.

We would like to have such a dominated convergence theorem for the Hausdorff mode of convergence. In this direction we have the following rusult. The spaces

(,E,B)

and X remain as before.

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CONVERGENCE THEOREMS FOR BANACH SPACE 441 THEOREM 4.5. If F P (X) are measurable multifunctions s.t.

n fc

{IF (.)I}

n nl is uniformly integrable and Fn

()__h_,

F() in measure

then F I

Pfc(X)

is integrably bounded and S h

F F

n

PROOF. First note that since

(Pfc(X),

h) is a complete, metric space, we have

that F()

Pfc(X)-a’e"

By modifying F(’) on a -null set we can have

F()

Pfc(X)

for all and since (’) is complete, the modified multi-

function is still going to be measurable. Also from the properties of the Hausdorff metric we have that

llFn()l-IF()II <_. h(Fn()

F())-a.e.

=> lFn()l IF()

in

measure and since by hypothesis

{IFn )l}n>l

is uniformly integrable, we deduce that

IF(’)1 L+

i.e. F(’) is integrably

bounde

as claimed by the theorem.

Next note that {S

F S

}n>I

are convex, closed and bounded subsets of (a).

So recalling that L

,

and using Hormander’s formula we have that X

SlF)

sup

i

f

(o (u()) ff

(u()))dl()

sup

lul I<i

Fn () F()

f

sup._

I0

(x)- O

(x){d()

n

h(F

(),

F())d().

n

Since by hypothesis

{IFn (")l}n>l

is uniformly integrable and

Fn

()

__h_

F()

(),

F())du() 0

-->

h(SF S 0.

in measure then

f

h(Fn

Q.E.D.

We will conclude our work with an important observation about the Kuratowski-Mosco convergence of closed, convex sets. It is a very useful necessary condition for K- M convergence of such sets.

Assume that X is a reflexive Banach space.

THEOREM 4.6. If {An n>l C Pfc(X) sup

[An[ <"

and An

_K-M_+

A n>l

then A and for all x X o

A (x) O

A(X

).

n

PROOF. Let M

suplAnl

and let

BM(0)

be the M-ball centered at the origin.

n>

Then

BM(0)

is weakly--compact and by the Eberlein-Smullan theorem sequentially w-compact. Let xn An n

>

I. Then {xn n>l c

Bin(0

and so we can find a

subsequence w

,

Xk---+

x. Then x w-lira A A

=>

A #. Next fix x X and let

(10)

442

Xn

e

An

s.t. (x

,Xn A

(x).

*

By passing to an appropriate subsequence

{Xk}k>

* *

w

*

we can assume that (x x

k)

lim oA (x) and

Xk---

x A. Then (x x)

< OA(X =>

lira o

A (x)

_< OA(X

). On the other hand from Mosco [6] we know that

n K-M

oA (’)

OA(’)

i.e. epi oA epi

OA(’)

and this implies that

n

, ,

n

lim o

A (x)

_> OA(X

[6] and [7]. So finally we have that oA (") o A (’).

n n

Q.E.D.

REMARK. The converse of the above result is not true. Namely polntwlse con- vergence of the support functions does not imply the Kurtowski-Mosco convergence of the corresponding closed, convex sets. Here is a counter example. Let {x C X

n n>l-- and assume that x x but it does not converge strongly. So {x do not con-

n

,

n

, ,

verge

,

to {x}

,

in the K

,

M sense. On the other hand for every x E X (x xn o (x)+ (x x) O (x). So in corollary 2E of

[I0],

it mmst be added that X is

n

finite dimensional or otherwise the result is not true as the previous counterexample

ilustrated.

AO(NOWLEDGEMENT. This work was done while the author was visiting the Mathematics Department of the University of Pavia, Italy. Support was provided by C.N.R. and by N.S.F. Grant DMS-8403135, DMS-8602313.

REFERENCES

I. SCHMEIDLER, D. Fatou’s Lemma in Several Dimensions, Proc. Amer. Math. Soc. 24 (1970) 300-306.

2. HILDENBRAND, W. and MERTENS, J.F. On

Fatou’s

Lemma in Several Dimensions, Z.

Wahrsch. verw. Gebiete 17

(1971),

151-155.

3. ARTSTEIN, Z. A Note on

Fatou’s

Lemma in Several Dimensions, J. Math. Economics 6 (1979), 277-282.

4. KATO, T. Accretive Operators and Nonlinear Evolution Equations in Banach Spaces in the Pr.oceedings of the SEmposium on Nonllnear Functional Analysls, ed. F.

Browder, AMS, Providence, RI, 1968, 138-161.

5. MOSCO, U. Convergence of Convex Sets and of solutions of Variational Inequal- ities, Advances in Math. 3 (1969), 510-585.

6. MOSCO, U. On the Continuity of the Young-Fenchel Transform, J. Math. Anal. Appl.

35 (1971), 518-535.

7. SALINETTI, G. and WETS, R. On the Relations Between Two Types of Convergence for For Convex Functions, J. Math. Anal. Appl. 60 (1977), 211-226.

8. SALINETTI, G. and WETS, R. On the Convergence of Sequences of Convex Sets in Finite Dimensions, SlAM Review 21

(1979),

18-33.

9 SALINETTI, G. and WETS, R. On the Convergence of Closed-valued Measurable Multi- functions, Trans. Amer. Math. Soc. 266 (1981), 275-289.

I0. PAPAGEORGIOU, N.S. Representations of Set Valued Operators, Trans. Amer. Math.

Soc. 292 (1986), 557-572.

II. KURATOWSKI, K. Topology I, Academic Press, New York, (1966).

12. ASH, R. Real

AnalTsis

and Probability, Academic Press, New York (1972).

13. TSUKADA, M. Convergence of Best Approximations in a Smooth Banach Space, J.

Approx. Th. 40 (1984), 301-309.

14. IONESCU-TULCEA, A. and C. Topics in the

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Decision Support for Intermodal Transport

Call for Papers

Intermodal transport refers to the movement of goods in a single loading unit which uses successive various modes of transport (road, rail, water) without handling the goods during mode transfers. Intermodal transport has become an important policy issue, mainly because it is considered to be one of the means to lower the congestion caused by single-mode road transport and to be more environmentally friendly than the single-mode road transport. Both consider- ations have been followed by an increase in attention toward intermodal freight transportation research.

Various intermodal freight transport decision problems are in demand of mathematical models of supporting them.

As the intermodal transport system is more complex than a single-mode system, this fact offers interesting and challeng- ing opportunities to modelers in applied mathematics. This special issue aims to fill in some gaps in the research agenda of decision-making in intermodal transport.

The mathematical models may be of the optimization type or of the evaluation type to gain an insight in intermodal operations. The mathematical models aim to support deci- sions on the strategic, tactical, and operational levels. The decision-makers belong to the various players in the inter- modal transport world, namely, drayage operators, terminal operators, network operators, or intermodal operators.

Topics of relevance to this type of decision-making both in time horizon as in terms of operators are:

Intermodal terminal design

Infrastructure network configuration

Location of terminals

Cooperation between drayage companies

Allocation of shippers/receivers to a terminal

Pricing strategies

Capacity levels of equipment and labour

Operational routines and lay-out structure

Redistribution of load units, railcars, barges, and so forth

Scheduling of trips or jobs

Allocation of capacity to jobs

Loading orders

Selection of routing and service

Before submission authors should carefully read over the journal’s Author Guidelines, which are located at

http://www .hindawi.com/journals/jamds/guidelines.html.

Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking Sys- tem at

http://mts.hindawi.com/, according to the following

timetable:

Manuscript Due June 1, 2009 First Round of Reviews September 1, 2009 Publication Date December 1, 2009

Lead Guest Editor

Gerrit K. Janssens,

Transportation Research Institute (IMOB), Hasselt University, Agoralaan, Building D, 3590 Diepenbeek (Hasselt), Belgium;

[email protected]

Guest Editor

Cathy Macharis,

Department of Mathematics, Operational Research, Statistics and Information for Systems (MOSI), Transport and Logistics Research Group, Management School, Vrije Universiteit Brussel, Pleinlaan 2, 1050 Brussel, Belgium;

[email protected]

Hindawi Publishing Corporation http://www.hindawi.com

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