A Tauberian theorem for the Laplace-Stieltjes integrals (Q1110009)

The aim of the present paper is the proof of the following theorem. Theorem. Let \(\phi\) (u) and \(\psi\) (u) be nondecreasing functions defined on \(R^+\), \(\phi (+0)=\psi (+0)=0\), and let \[ R(z)=\int^{\infty}_{0}e^{-xu}d\psi (u)-\int^{\infty}_{0}e^{- xu}d\phi (u),\quad z=\sigma +ti, \] where the integrals converge absolutely for \(\sigma >0\), and in the domain \(G:0<\sigma <\), \(| t| \leq\), the following inequalities hold \(| R(z)| \leq R_ 0\), \(| R'(z)| \leq R_ 0\) for some \(R_ 0>0\). Then, for every \(x>0\), the following inequality holds \[ | \psi (x)-\phi (x)| \cdot 10^{-3}\leq R_ 0+\sup_{| x-t| <\sqrt{2x}}| \phi (t+1)-\phi (t-1)| +\frac{\phi (x)}{x}+\frac{1}{x}\int^{\infty}_{0}e^{-u/x}d\phi (u), \] where the function \(\phi\) (u) is continued by zero onto (-\(\infty,0)\).