\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2010(2010), No. 175, pp. 1--8.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu  (login: ftp)}
\thanks{\copyright 2010 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2010/175\hfil Existence of solutions]
{Existence of solutions to differential inclusions with delayed
arguments}

\author[L. Boudjenah\hfil EJDE-2010/175\hfilneg]
{Lotfi Boudjenah}

\address{Lotfi Boudjenah \newline
Department of Computer Science,
 Faculty of Sciences, University of Oran,
BP 1524 Oran 31000, Algeria}
\email{lotfi60@yahoo.fr}

\thanks{Submitted May 24, 2010. Published December 15, 2010.}
\subjclass[2000]{34A60, 49J24, 49K24}
\keywords{Delayed argument; differential inclusion;
fixed point; set-valued;\hfill\break\indent  upper semi-continuity} 

\begin{abstract}
 In this work we investigate the existence of solutions
 to differential inclusions with a delayed argument.
 We use a fixed point theorem to obtain a solution and
 then provide an estimate of the solution.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section] 
\newtheorem{lemma}[theorem]{Lemma}


\section{Introduction}

This note concerns the existence of solutions to
differential inclusions with delayed argument,
$x'(t)\in F(t,x_t)$
for $t\geq t_0$ with the initial condition
$x(t)=\varphi (t)$ for $t\leq t_0$.

The first works on differential inclusions were published in
1934-35 by Marchaud \cite{m1} and Zaremba \cite{z1}. They used the terms 
contingent and paratingent equations. Later, Wasewski and his
collaborators published a series of works and developed the
elementary theory of differential inclusions \cite{w1,w2}. Within few
years after the first publications, the differential inclusions
became a basic tool in optimal control theory.
Starting from the pioneering work of Myshkis \cite{m2}, there exists a
whole series of papers devoted to paratingent and contingent
differential inclusions with delay; see for example Campu \cite{c1,c2}
and Kryzowa \cite{k3}. After this, many works appeared on differential
inclusions with delay, for example Anan'ev \cite{a1}, Deimling \cite{d1}, Hong
\cite{h1} and Zygmunt \cite{z2}. Recent results about differential
inclusions in Banach spaces were obtained by Boudjenah \cite{b1}, Syam
\cite{s2} and Castaing-Ibrahim \cite{c3}.
For more details on differential inclusions see the books by Aubin
and Cellina \cite{a2},  Deimling \cite{d1},  Smirnov \cite{s1}, and  Kisielewicz
\cite{k1}.

In this work, we study the existence of solutions to
differential inclusions with delayed argument, and we extend a
result obtained by  Anan'ev \cite{a1}.

\section{Preliminaries}

Let $\mathbb{R}^n$ denote the $n$ dimensional Euclidean space  and
$\|\cdot\|$  its norm.  
Let $B$ be a Banach space with norm  $\|\cdot\|_{B}$. 
If $x\in B^n=B\times B\times \dots\times B $, then
$x_i\in B$, $i=1,\dots,n$, and 
$\|x\|_{B^n}=\big(\sum \|x_i\|_{B}^2\big) ^{1/2}$.


Let $(M,d)$ be a metric space, $A\subset M$, and
$\epsilon $ a positive number. We denote by $A^{\epsilon }$
the closed $\epsilon $-neighborhood of $A$; i.e.,
 $A^{\epsilon }=\{ x\in M: d(x,a)\leq \epsilon \} $.
Let $\overline{A}$ denote the closure of $A$ and $\operatorname{co}A$
the convex hull of $A$.

Let $C_{[a,b]}$ be the space of continuous real functions
on $[a,b]$ and $L_{p[a,b]}$ the space of
real-valued  functions whose $p$-power is integrable on $[a,b]$.
For $f\in L_{p[a,b ]}$, let $\|f\|_{p}=(\int_a^b |f(x)|^pdx)^{1/p}$.


Let $\operatorname{Conv}\mathbb{R}^n$ denote the set of all compact,
convex and nonempty subsets of $\mathbb{R}^n$.

Fix $t_0\in \mathbb{R}$, let $h(t)$ be a continuous and positive
function for $t\geq t_0$ and $F$ be a set-valued map:
$[t_0,+\infty [ \times C_{ [-h(t),0]}^n\to
\operatorname{Conv}\mathbb{R}^n$ such that:
$(t,[x]_t)\to F(t,x_t)\in \operatorname{Conv}\mathbb{R}^n$,
for $t\geq t_0$ and $x_t\in C_{[-h(t), 0]}^n$,
where $x_t(\zeta )=x(t+\zeta )$. For $-h(t)\leq \zeta \leq 0$,
$x_t(\cdot)$ represents the history of the state from time $t-h(t)$
to time $t$.

For fixed $t$, the map
$F(t,.):C_{[-h(t), 0]}^n\to \operatorname{Conv}\mathbb{R}^n$
is called upper semi-contin\-uous, u.s.c for short, if: for all
$\epsilon >0$ there exists $\delta >0$ such that
$\|x_t-y_t\|_{C^n}\leq \delta$ implies $F(t,y_t)\subset
F^{\epsilon }(t,x_t)$ where
$x_t,y_t\in C_{[ -h(t), 0 ]}^n$ (See \cite{a2}).

The map $F(.,x_{.})$ is called Lebesgue-measurable on
$[t_0,\gamma ]$, if the set
$Z=\{ t\in [ t_{0},\gamma]: F(t,x_t)\cap K\neq \emptyset \}$ is
Lebesgue-measurable for any closed set $K\subset \mathbb{R}^n$
(See \cite{a2}).

Let $F$ be a set valued map:
$[t_0,+\infty ]\times C_{[-h(t), 0]}^n\to
\operatorname{Conv}\mathbb{R}^n$. A relation of the form
\begin{equation}
x'(t)\in F(t,x_t)\quad \text{for }t\geq t_0.  \label{e1}
\end{equation}
is called a differential inclusion with delayed argument.

The generalized Cauchy problem consists of searching a solution of the
differential inclusion \eqref{e1} which  satisfies the initial
condition
\begin{equation}
x(t)=\varphi (t)\quad \text{for }t\leq t_0\,.  \label{e2}
\end{equation}

A function $x$  is called
solution of  \eqref{e1}-\eqref{e2} if $x$  is absolutely
continuous on  $[t_0,\gamma ]$  and satisfies the
differential inclusion \eqref{e1} a.e, (almost everywhere) on
$[t_0,\gamma ]$  and the initial condition
$x(t)=\varphi (t)$  for $t\leq t_0$.

For the proof of our main theorem we need some lemmas including
Opial's theorem wich is presented next.
\begin{lemma}[\cite{l1}] \label{lem1}
Let  $w(t,y)$ be a continuous function from
$\mathbb{R}^{+}\times \mathbb{R}^{+}$ to $\mathbb{R}^{+}$,
increasing in $y$ and $M(t)$ a maximal solution of the ordinary
differential equation $y'=w(t,y)$, with the initial condition
$y(t_0)=y_0$, on the interval $[t_0,T]$, where
$T>t_0$ an arbitrary positive number.
 Let $m(t)$  be a continuous function
increasing on $[t_0,T]$  and such that
$m'(t)\leq w(t,m(t))$  a.e. on $[t_0,T]$.
If $m(t_0)\leq y_0$, then $m(t)\leq M(t)$  for all
$t\in [ t_0,T]$.
\end{lemma}

\begin{lemma}[\cite{c4}] \label{lem2}
 Let $\Gamma $ be an upper semicontinuous
set-valued map defined on a metric space $T$ with compact and
nonempty value in a metric space $U$ and $\{\Theta _n\}$ a
sequence of elements of $T$ converging to $\Theta _0$. Then we
have
\[
\emptyset \neq \cap_{k=1}^{\infty }\overline{\rm co}
(\cup_{n=k}^{\infty }\Gamma (\Theta _n))\subset
\Gamma (\Theta _0).
\]
\end{lemma}

\begin{lemma}[\cite{d2}] \label{lem3}
 If $X$ is a Banach space and $\{x_n\}$ a sequence of
elements of $X$ weakly convergent to $x$, then there exists a
sequence of convex combinations of the elements $\{x_n\}$ which
converges strongly to $x$, in the sense of the norm.
\end{lemma}

We will recall the fixed point theorem for multivalued mappings due to
Borisovich et al; see \cite{b2}.

\begin{lemma}[\cite{b2}] \label{lem4}
 Let $X$ be a normed space, $C$ be a convex subset of $X$ and
$\Gamma : C\to 2^{C}$ be an upper semicontinuous
set-valued map. Suppose that for all $x\in C$, $\Gamma (x)\in
\operatorname{Conv}C$, then $\Gamma $ has at least one fixed point in
$C$.
\end{lemma}

\section{Existence result}

First we  study the existence of  solutions to \eqref{e1}-\eqref{e2} on
the interval $[t_0,\gamma ]$, where $\gamma >t_0$
($\gamma $ an arbitrary fixed reel number).
Let us consider the interval $[t_{\gamma },\gamma ]$,
where $t_{\gamma }=\min \{ t-h(t), t\in [t_0,\text{ }\gamma ]\} \}$,
then $x_t$ denote the restriction of
the function $x\in C_{[t_0,\gamma ]}^n$ to the interval
$[t-h(t),t]$ where $t\in [ t_{0},\gamma ]$.
For $x\in C_{[t_\gamma ,\gamma]}^n$, we denote the norm of $x$
by
\[
\|x\|_{c^n}=\max \{\|x(s)\|_{\mathbb{R} ^n}, s\in [ t-h(t),t],
t\in [t_\gamma ,\gamma ]\}.
\]


We use the following hypotheses:
\begin{itemize}

\item[(H1)]  For $t\geq t_0$ the set-valued map
$F(t,.):C_{[-h(t), 0 ]}^n\to \operatorname{Conv}\mathbb{R}^n$ is
upper semi-continuous.

\item[(H2)] For each fixed function $x\in C_{[t_\gamma ,\gamma ]}^n$,
the set-valued map $F(.,x_{.}):[t_0,\gamma ]\to
\operatorname{Conv}\mathbb{R}^n $, is Lebesgue-measurable
 on the interval $[t_0,\gamma ]$.

\item[(H3)] For any bounded set
$Q\subset C_{[t_\gamma ,\gamma ]}^n$, there exists a function
 $m:[t_0,\gamma]\to [ 0,+\infty [ $ Lebesgue integrable such
that for each measurable function
$y:[t_0,\gamma]\to \mathbb{R}^{n}$ verifying the condition:
$y(t)\in F_{Q(t)}=\cup \{ F(t,x_t):x\in Q\} $, almost everywhere
on $[t_0,\gamma ]$, we have
the inequality $\|y(t)\|\leq m(t)$ a.e. on $[t_0,\gamma ]$.

\item[(H4)] For each fixed function $x\in C_{[t_\gamma ,\gamma ]}^n$
and a vector $y\in F(t,x_t)$, we have the inequality:
$x'(t).y\leq \Phi (t,\|x_t\|_{c^n}^2)$ where $\Phi (t,z)$ is
a continuous function on $[t_0,\gamma]\times \mathbb{R}^{+}\to
\mathbb{R}^{+}$, positive,
increasing in $z$ and such that the ordinary differential equation
$z'=2\Phi (t,z)$ with the initial condition $z(t_0)=A$
($A$ an arbitrary positive number) has a maximal solution on all
$[t_0,\gamma ]$.

\item[(H5)] The initial function $\varphi $ is continuous
on $[t_\gamma ,t_0]$.

\end{itemize}
Now we are able to state and prove our existence result.

\begin{theorem} \label{thm1}
Under  hypothesis {\rm (H1)--(H5)}, for each
$\varphi \in C_{[t_{\gamma},t_0]}^n$,  problem \eqref{e1}-\eqref{e2}
has at least one solution on the interval
$[t_0,\gamma ]$.
\end{theorem}

\begin{proof}
 First we give an estimate of the
solution of the differential inclusion \eqref{e1}.
Suppose that \eqref{e1} has a solution
on $[t_0,\gamma ]$ and let $g(t)=1+\|x(t)\|_{\mathbb{R}^n}^2$.
Then
\[
g'(t)=2(x_1(t)x'_1(t)+x_2(t)x_2'(t)+\dots
+x_n(t)x_n'(t))=2x(t)x'(t).
\]
In view of (H4),
\begin{align*}
g'(t)&\leq 2\Phi (t,\|x\|_{c^n}^2)
 =2\Phi (t,\max \{\|x(s)\|_{\mathbb{R}^n}^2, t-h(t)\leq s\leq t\})\\
&=\bigskip 2\Phi (t,\max \{ g(s), s\in [t-h(t),t]\})\\
&\leq 2\Phi (t,\max \{ g(s), \quad s\in [ t_{\gamma },t]\}).
\end{align*}
For $t_0<u\leq t$ we have
\[
 \int_{t_0}^{u}g'(\tau )d\tau
\leq 2 \int_{t_0}^{u}\Phi (\tau ,\max \{ g(s), s\in
[\tau _{\gamma },\tau ]\} )d\tau 
\leq 2\int_{t_0}^{u}\Phi (\tau ,\Lambda (\tau ))d\tau,
\]
where $\Lambda (\tau )=\max \{ g(s), s\in [ \tau _{\nu },\tau ]\} $.
This implies
\[
g(u)\leq g(t_{o})+2\int_{t_0}^{u}\Phi (\tau ,\Lambda (\tau
))d\tau .
\]
Then
\[
\max \{ g(u), u\in [ \tau _{\nu },\tau
]\} \leq \max \{ g(t)+2\int_{t_0}^{t}\Phi (\tau
,\Lambda (\tau ))d\tau , \text{ }t\in [ t_0,\gamma ]\},
\]
or just
\[
\Lambda (t)\leq \max \{1+\|x(t)\|_{\mathbb{R}^n}^2,t\in
[ t_0,\gamma ]\}+2\int_{t_0}^{t}\Phi (\tau ,\Lambda
(\tau ))d\tau .
\]
Thus
\[
\Lambda (t)\leq \Lambda (t_0)+2\int_{t_0}^{t}\Phi (\tau,\Lambda (\tau ))d\tau .
\]
Using Lemma \ref{lem1}, we obtain
$\Lambda (t)\leq $ $M(t)$,
where $M(t)$ is the maximal solution of the ordinary differential
equation $z'=2\Phi (t,z)$ with the initial condition
$M(t_0)=\Lambda (t_0)$.
Hence we have the inequalities:
\[
g(t)\leq \Lambda (t)<M(\gamma ).
\]
It follows that
\[
\|x(s)\|_{\mathbb{R}^n}^2\leq M(\gamma )-1\leq M(\gamma ).
\]
On the interval $[t_0,\gamma ]$, we obtain the following estimate
for the solution $x(t)$ of \eqref{e1},
\begin{equation}
\|x(s)\|_{\mathbb{R}^n}<L=M(\gamma )^{1/2}  \label{e3}
\end{equation}

Let us set $Q=\{x\in C_{[t_{\gamma },\gamma ]}^n$,
$x(t)=\varphi (t)$ for $t\in [ t_{\gamma },t_0]$ and
$\|x(t)\|\leq L$ for $t\in [ t_0,\gamma ]\}$.
As the set $Q$ is bounded in
space $C_{[t_{\gamma },\gamma ]}^n$, from (H3),
there is a measurable function $m:[t_0,\gamma ]\to
[ 0,+\infty [ $ and Lebesgue integrable, such that for
each measurable function $y:[t_0,\gamma ]\to
\mathbb{R}^n$ verifying $y(t)\in F_{Q}(t)=\cup _{Q}F(t,x_t)$,
almost everywhere on $[t_0,\gamma ]$, we have the inequality
\[
\|y(t)\|\leq m(t)\quad\text{a.e. on }[t_0,\gamma ].
\]
Then by \eqref{e3}, we obtain
$\|\varphi (t_0)\|_{\mathbb{R}^n}<L$.
Thus, we can choose a real number $b_1$ such that
\[
 \{ x\in \mathbb{R}^n: \|x-\varphi (t_0)\|_{\mathbb{R}^n}\leq b_1\}
\subset \{x\in \mathbb{R} ^n: \|x\|_{\mathbb{R}^n}\leq L\}.
\]
As the function $m$ is integrable, we can choose $t_1>0$ such that
\begin{equation}
\int_{t_0}^{t_1}m(t)dt\leq b_1  \label{e4}
\end{equation}

Now we  show that  \eqref{e1}-\eqref{e2} has at least one
solution on $[t_0,t_1]$.
Let us consider the set $X$ of  functions $x$ of the space
$C_{[t_0,t_1]}^n$ satisfying the following three conditions:
$x$ is absolutely continuous on $[t_0,t_1]$,
$x=\varphi \in C_{[t_{\gamma },t_0]}^n$ for $t\in [ t_\gamma ,t_0]$,
and
\begin{equation}
\|x'(t)\|\leq m(t)\text{ a.e. on }[t_0,\ t_1]  \label{e5}
\end{equation}
We claim that $X$ is compact. For this purpose we  show that $X$ is
uniformly bounded and equi-continuous.
For $x\in X$, we have
\[
 \|x(t)-\varphi (t_0)\|=\|x(t)-x(t_0)\| =\|\int_{t_0}^{t_1}x'(s)ds\|.
\]
Furthermore, from  \eqref{e4}, we have
$\int_{t_0}^{t_1}m(t)dt\leq b_1$.
Then, using \eqref{e5}, we obtain
\[
 \|\int_{t_0}^{t_1}x'(s)ds\|\leq
\int_{t_0}^{t_1}\|x'(s)ds\|\leq
\int_{t_0}^{t_1}m(s)ds\leq b_1\quad\text{a.e. on }[t_0,t_1].
\]
This implies
\begin{equation}
\|x(t)-\varphi (t_0)\|\leq b_1\quad\text{a.e. on }[t_0,\ t_1]\,.
\label{e6}
\end{equation}
This shows that $X$ is uniformly bounded.
Let $t_0\leq t\leq t'\leq t_1$, then we have
\[
 \|x(t)-x(t')\| \leq \int_t^{t'}\|x'(s)ds\|\leq \int_t^{t'}m(s)ds\,.
\]
As the Lebesgue integral is absolutely continuous,
for each $\varepsilon >0$, there exists $\delta>0$,
 such that
\[
|t-t' |<\delta \Rightarrow \|x(t)-x(t')\|<\varepsilon ,
\]
which shows that $X$ is equi-continuous.
Since $X$ is uniformly bounded and equi-continuous, it is compact
by Arzela's theorem.

It is easy to show that $X$ is convex. Indeed, let $x,y\in X$
and $\lambda \in [ 0,1]$, we have
\[
\|\frac{d}{dt}(\lambda x(t)+(1-\lambda )y(t))\|
\leq \lambda \|x'(t)\|+(1-\lambda )\|y'(t)\|\leq m(t)
\]
a.e. on $[t_0,t_1]$. Then
\[
\lambda x+(1-\lambda )y\in X\quad\text{for }\lambda \in [0,1].
\]
Let us fix $x\in X$, and with this function we consider
a function $y$ such that
\begin{equation}
y'(t)\in F(t,x_t)\quad \text{a.e. on }[t_0,\text{ }t_1]  \label{e7}
\end{equation}
We denote by $G$ the set of pairs $(x,y)\in X\times X$
such that $(x,y)$ fulfills the above relation \eqref{e7}; i.e.,
\[
G=\{(x,y)\in X\times X:y'(t)\in F(t,x_t)\text{ a.e. on }
[t_0,t_1]\}\,.
\]
Now we  show that $G$ is nonempty and closed. Let $x\in X$. In
view of Hypothesis (H2) and selector's theorem (see[13]), there is a
measurable function $\psi :[t_0,t_1]\to \mathbb{R}$
such that $\psi (t)\in F(t,x_t)$ a.e. on $[t_0,t_1]$.
Define the function $\xi $ as
\[
\xi (t)=\varphi (t_0)+\int_{t_0}^{t}\psi (s)\,ds\quad
\text{for }t\in [t_0,t_1].
\]
Then $\xi '(t)\in F(t,x_t)$ a.e. on $[t_0,t_1]$.
In view of \eqref{e5}, we have
\[
\|\xi '(t)\|\leq m(t)\quad\text{a.e. on }[t_0,t_1],
\]
which implies that $G$ is nonempty.
$G$ is closed. Indeed, let $(x_{k}$, $y_{k})$ a sequence of
elements of $G$ converging to $(x,y)$, we will show that the
sequence of derivatives $\{y_{k}'\}$ is bounded with the norm
of $L_{1[t_0,t_1]}^n$.
We have:
\begin{align*}
\|y_{k}'\|_{L_1^n}^2
&=\sum_{i=1}^n\|[{y'_{k}}^i]\|_{L_1^n}^2
=\sum_{i=1}^n\Big(\int _{t_0}^{t_1}|{y'_{k}}^{i}(s)|ds\Big)^2\\
&= \sum_{i=1}^n\Big(\int_{t_0}^{t_1}m(s)\Big)^2d
= \sum_{i=1}^nb_1^2 \leq nb_1.
\end{align*}
We will prove that the sequence $\{y_{k}'\}$ satisfies the condition:
$\lim \int_{E_i}y_{k}'(s)ds=0$ uniformly, and for each decreasing
sequence $\{E_i\}$ of measurable sets
$E_1\supset E_2\supset \dots\supset E_n\supset \dots$
such that $\cap_{i=1}^{\infty }E_i=\emptyset $.

We have
\begin{align*}
|\int_{E_i}y_{k}'(s)ds|
&\leq \int_{E_i}|y_{k}'(s)|ds
=\int_{t_0}^{t_1}\chi _{E_i}(s)|y_{k}'(s)|ds\\
&\leq \int_{t_0}^{t_1}\chi _{E_i}(s)m(s)ds
=\int_{E_i}m(s)ds,
\end{align*}
where $\chi _{E_i}$ denotes the characteristic function of the
set $E_i $. For $E_i\subset [ t_0,t_1]$, the integral exists
 and 
\[
\lim \mu (E_i)=\mu (\cap_{i=1}^{\infty }E_i)=\mu (\emptyset)=0,
\]
 where $\mu $ denote the Lesbegue's measure.

From the absolute continuity of the integral, we obtain:
For each $\epsilon>0 $, there exists $j$
such that  
$$
i>j \Rightarrow \int_{E_i}\chi _{E_i}(s)m(s)ds<\epsilon .
$$
Applying the weak criterion of compactness (see \cite{d2}), we show
that the sequence $\{$ $y_{k}\}$ is weakly compact in the
sequential sense. Therefore, there is a subsequence, also denoted
by $\{y_{k}\}$, weakly convergent to a function 
$z\in L_{1[t_0,t_1]}^n$.
Thus, for $t\in [ t_0,t_1]$ we have
\[
 y(t)=\lim y_{k}(t)=\lim (\varphi
(t_0)+\int_{t_0}^{t}y_{k}'(s)ds)=\varphi
(t_0)+\int_{t_0}^{t}z(s)ds.
\]
This implies $y'(t)=z(t)$.

Weak convergence in $L_{1[t_0,t_1]}^n$ is equivalent to the
convergence of the integrals and applying Lemma \ref{lem3}, we prove the
existence of a sequence of convex combinations $z_{j}=\{y_{j}'$,
$y_{j+1}',\dots\}$ strongly  convergent 
to $z\in L_{1[t_0,t_1]}^n$.

As $L_{1[t_0,t_1]}^n$ is a complete space, from any strongly
convergent sequence we can extract a subsequence which converges almost
everywhere. Then from the sequence $\{z_{j}\}$ we can extract a subsequence,
also denoted by $\{z_{j}\}$, which converges a.e. to $z$.
Thus we have
\[
\lim z_{j}(t)=z(t)\quad\text{a.e. on } [t_0,t_1].
\]
We claim that $y'(t)=z(t)\in F(t,x_t)$ a.e. on $[t_0,t_1]$. 
So, we will show that
\[
z(t)\in \cap_{j=1}^{\infty} \overline{\rm co}(\cup _{n=j}^{\infty }y_n'(t)).
\]
Let $\{[z_{j}]\}$ the sequence of the convex combinations of the
functions $\{y_{j}'$,
$y_{j+1}',\dots\}=\cup_{n=j}^{\infty }y_n'$.
We have
\[
z_{j}=\sum_{j=1}^{n_{j}}a_iy_i', \quad  
i\in \{j,j+1,\dots\},\quad a_i>0, \quad
\sum_{j=1}^{n_{j}}a_i=1.
\]
Then
\[
z_{j}(t)\in \operatorname{co}(\cup_{n=j}^{\infty }y_n'(t))
\]
for $j$ fixed.
As $\lim $ $z_{j}(t)=z(t)$ a.e. on $[t_0,t_1]$, we have that
implication:
For each  neighborhood $U_{z(t)}$ of $z(t)$, there exists $N_0$ such that
 $z_{j}(t)\in U_{z(t)}$ for all $j>N_0$.
Therefore
\[
 U_{z(t)}\cap \operatorname{co}(\cup_{n=j}^{\infty }y_n'(t))\neq \emptyset 
\]
and hence
\[
z(t)\in \overline{\rm co}(\cup_{n=j}^{\infty }y_n'(t)).
\]
We have
\[
\overline{\rm co} (\cup_{n=j}^{\infty
}y_n'(t))=\operatorname{co}\overline{ (\cup_{n=j}^{\infty
}y_n'(t))}.
\]
Whence we obtain 
\[
 z(t)\in \operatorname{co}\overline{ (\cup_{n=j}^{\infty }y_n'(t))},
\]
so that
\[
 z(t)\in \cap_{j=1}^{\infty}\overline{\rm co}(\cup_{n=j}^{\infty }y_n'(t)).
\]
From the definition of $G$, we have
$y_n'(t)\in F(t,(x_n)_t)$ a.e. on $[t_0,t_1]$.
This implies
\[
\cap_{j=1}^{\infty}\overline{\rm co}(\cup_{n=j}^{\infty }y_n'(t))\subset 
\cap_{j=1}^{\infty}\overline{\rm co}(\cup_{n=jn}^{\infty }(F(t,(x_n)_t)
\]
a.e. on $[t_0,t_1]$.
Using Lemma \ref{lem2}, we obtain
\[
\cap_{j=1}^{\infty}\overline{\rm co}(\cup_{n=jn}^{\infty }(F(t,(x_n)_t)
\subset F(t,x_t).
\]
From which it follows
$z(t)\in F(t,x_t)$; i.e., $y'(t)\in F(t,x_t)$ a.e. on $[t_0,t_1]$.
So we conclude that $G$ is closed.

Let us define the set-valued map $\Gamma :X\to 2^{X}$ such
that 
\[
\Gamma (x)=\{y:y'(t)\in F(t,x_t)\text{ a.e. on }[t_0,t_1]\}. 
\]
The set $G=\{(x,y)\}\subset X\times X\}$ is the graph
of $\Gamma $. Since $G$ is closed, the application $\Gamma $ is
upper semi-continuous \cite{a2}.

Let us show that $\Gamma (x)$ is compact. 
As $\Gamma (x)\subset X$ and $X$
is compact, then $\Gamma (x)$ is uniformly bounded and we prove the
equicontinuity of $\Gamma (x)$ in the same way as we did for $X$. It is also
easy to show that $\Gamma (x)$ is convex.

Using Lemma \ref{lem4}, we show that the map $\Gamma $ has at least one
fixed point. Therefore, there is a function $x\in X$ such that
$x(t)\in F(t,x_t)$ a.e. on $[t_0,t_1]$, then $x$ is a
solution of \eqref{e1}-\eqref{e2} on $[t_0, $ $t_1]$.

To complete the proof, we extend the solution on
$[t_1,\gamma ]$. For $t_1<\gamma $, we have the implication:
$\|x(t_1)\|<L$ implies  the existence of  $b_2>0$ such that
\[
\{x\in \mathbb{R}^n:\|x(t)-x(t_1)\|\leq b_2\}\subset
\{x\in \mathbb{R}^n:\|x\|\leq L\}. 
\]
Thus, there exist $t_2>t_1$ such that $\int _{t_1}^{t_2}m(t)dt\leq
b_2$ and we extend the solution on $[t_{1,}t_2]$.

We can choose all  $b_i$'s such that $b_i\geq \epsilon >0$,
hence the sequence $\{b_i\}$ does not converge to $0$. After a
finite number of steps we can extend the solution to the entire
interval $[t_0,\gamma ]$.
\end{proof}


\subsection*{Remark} Anan'ev \cite{a1} assumed that
$y.x'(t)\leq K(1+\|x_t\|_{c^n}^2)$ with $K>0$. Our
hypothesis (H4) is more general than that the one by Anan'ev.

\subsection*{Acknowledgement}
 The author would like to thank an anonymous
referee for his/her helpful suggestions for improving the original
manuscript.

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\end{document}
