Radon-Nikodym theorem in \(L^\infty\) (Q5926213)

The main result of this very consistent paper is Theorem 3.5 stating that if \((\Omega,{\mathcal A},\mu)\) is a measure space where \(\mu\) is a nonnegative finite measure and if \(F(.):{\mathcal A}\to R\cup\{-\infty\}\) is a set function with the following properties: \(F(\bigcup_1^\infty A_i)=\sup_iF(A_i)\) if \(\mu(A_i)>0\), \(F(A)=-\infty\) if \(\mu(A)=0\) and \(\inf\{F(A)\); \(\mu(A)>0\}> -\infty\) then there exists \(g(.)\in L^\infty (\Omega;\mu)\) such that: \[ F(A)=\operatorname {ess}\sup_{x\in A}g(x) \;\forall \;A\in {\mathcal A}. \] A different proof of this result is provided in Theorem 2.1 in the particular case \(\Omega\subset R^n\) is open and bounded and \(\mu(.)=|. |\) is the Lebesgue measure. Next, several other general results are proved, among them an important Riesz representation theorem for certain types of operators \(T(.):L^\infty (\Omega;\mu)\to R\) that may be considered ``linear'' in the framework of the so-called ``idempotent analysis'' [e.g., \textit{V. Maslov} and \textit{S. Samborskij} (Eds.), ``Idempotent analysis'' (1992; Zbl 0772.00015)]. Finally, the Riesz representation theorem is essentially used to prove the existence of a Green's function \(w(.,.;.)\) and of the extended Lax formula \[ u(t,x)=\inf_{y\in R^n}[g(y) \vee w(t,x;y)] \] for the (unique) l.s.c. viscosity solution of the (time-dependent) Hamilton- Jacobi equation \(u_t+H(t,x,u,Du)=0\), \((t,x)\in(0,\infty)\times R^n\), \(u(0,x)\equiv g(x)\); moreover, in the case of autonomous Hamiltonians, \(u_t+H(u,Du)=0\), the explicit formula \(w(t,x;y):=H^\#((x-y)/t)\), where \(H^\#(.)\) is the quasiconvex conjugate of \(H\), is provided.