Increasing iteration semigroups of Jensen set-valued functions (Q1271588)

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Increasing iteration semigroups of Jensen set-valued functions
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    Increasing iteration semigroups of Jensen set-valued functions (English)
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    7 June 1999
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    Let \(X\) be a real Banach space and let \(S\subset X\) be a convex cone and let \(cc(S)\) denote the set of all non-empty convex compact subsets of \(S\). A set-valued function \(f:S\to cc(S)\) is called Jensen function if \[ {1\over 2} \bigl(f(x) +f(y)\bigr) =f\left( {x+y\over 2} \right) \] for all \(x,y\in S\), where \(f(x)+ f(y)= \{u+v: u\in f(x), v\in f(y)\}\). A set-valued function \(f:S\to cc(S)\) is said to be additive if \[ f(x)+ f(y)= f(x+y) \] for all \(x,y\in S\). A family \(\{f^t: t>0\}\) of set-valued functions \(f:S\to cc(S)\) is said to be an iteration semigroup if \[ f^t\circ f^s= f^{t+s} \] where \[ (f^t\circ f^s) (x)=\cup\bigl \{f^t(y): y\in f^s(x) \bigr\}, \] for every \(t,s>0\) and \(x\in S\). An iteration semigroup is said to be increasing if \(f^t(x) \subset f^s(x)\) whenever \(x\in S\) and \(0<t<s\). The main result of the paper is the following. Theorem. Let \(X\) be a real separable Banach space and let \(S\) be a closed convex cone with non-empty interior in \(X\). The one-parameter family \(\{f^t: t>0\}\) of set-valued functions \(f^t:S\to cc(S)\) is an increasing iteration semigroup of continuous Jensen set-valued functions if and only if there exist an increasing iteration semigroup \(\{A^t: t\geq 0\}\) of continuous additive set-valued functions \(A^t: S\to cc(S)\) and sets \(C\in cc(S)\) and \(D\in cc(S)\) for which the following conditions hold true: \[ \begin{aligned} f^t(x) & =A^t(x)+ C+\int^t_0A^u (D)du \\ A^s(C) & =\{0\} \quad\text{for} \quad s>0\\ D & =A^0(D) \\ 0 & \in D. \end{aligned} \] (The integral has to be intended in the sense of Hukuhara).
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    increasing iteration semigroups
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    Jensen set valued functions
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    additive set-valued functions
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    Banach space
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