Let
b be positive on Δ. It means that
\(\eta_{1}(x,y)\) is positive on Δ. Under such a circumstance,
\(\eta_{1}\) is nondecreasing on Δ and
\(\eta_{1}(x,y)>0\),
$$ \eta_{1}(x,y)\ge b(x_{0},y_{0})+ \int_{x_{0}}^{x} b_{x}(s,y_{0}) \,ds+ \int _{y_{0}}^{y}b_{y}(x,t)\, dt=b(x,y). $$
(2.7)
From (
2.2) and (
2.7), we have
$$ \begin{aligned} &u(x,y)\leq \eta_{1}(x,y)+ \sum_{j=1}^{m} \int _{b_{j}(x_{0})}^{b_{j}(x)} \int_{c_{j}(y_{0})}^{c_{j}(y)} g_{j}(x,y,s,t) \\ &\hphantom{u(x,y)\leq{}}{}\cdot h_{j}\bigl(u(s,t)\bigr)\bar{h}_{j} \Bigl(\max_{\tilde{\eta}\in[s-h, s]}u(\tilde{\eta},t) \Bigr)\,dt\,ds,\quad (x,y) \in\Delta, \\ &u(x,y)\leq \psi (x,y), \quad (x,y)\in\Xi. \end{aligned} $$
(2.8)
Concerning (
2.8), we consider the auxiliary inequality
$$ \begin{aligned} &u(x,y) \leq \eta_{1}(x,y)+ \sum_{j=1}^{m} \int _{b_{j}(x_{0})}^{b_{j}(x)} \int_{c_{j}(y_{0})}^{c_{j}(y)} g_{j}(\xi,\eta,s,t) \\ &\hphantom{u(x,y) \leq{}}{} \times h_{j}\bigl(u(s,t)\bigr) \bar{h}_{j} \Bigl(\max_{\tilde{\eta}\in[s-h, s]}u(\tilde{\eta},t) \Bigr)\,dt\,ds, \quad (x,y)\in[x_{0},\xi]\times[y_{0}, \eta], \\ &u(x,y) \leq \psi(x,y), \quad (x,y)\in \bigl[b_{*}(x_{0})-h, x_{0}\bigr]\times[y_{0},\eta], \end{aligned} $$
(2.9)
where
\(x_{0}\leq\xi\le X^{*}_{1}\) and
\(y_{0}\leq\eta\le Y^{*}_{1}\) are chosen arbitrarily. Having (
2.9) we claim
$$ u(x,y)\leq H_{m}^{-1} \biggl(H_{m} \bigl(\eta_{m}(\xi,\eta,x,y)\bigr)+ \int _{b_{m}(x_{0})}^{b_{m}(x)} \int_{c_{m}(y_{0})}^{c_{m}(y)} g_{m}(\xi,\eta,s,t)\,dt \,ds \biggr) $$
(2.10)
for
\(x_{0}\le x \le\min\{\xi, X^{*}_{2}\}\),
\(y_{0}\le y \le\min\{\eta, Y^{*}_{2}\}\), where
\(\tilde{\eta}_{j}(\xi,\eta,x,y)\) is defined inductively by
\(\tilde {\eta}_{1}(\xi,\eta,x,y):=\eta_{1}(x,y)\) and
$$ \tilde{\eta}_{j}(\xi,\eta,x,y):= H_{j-1}^{-1} \biggl(H_{j-1}\bigl(\tilde{\eta }_{j-1}(\xi,\eta,x,y)\bigr)+ \int_{b_{j-1}(x_{0})}^{b_{j-1}(x)} \int _{c_{j-1}(y_{0})}^{c_{j-1}(y)} g_{j-1}(\xi,\eta,s,t)\,dt \,ds\biggr) $$
for
\(j=2,\ldots, m\), and
\(X^{*}_{2}\in[x_{0},x_{1})\),
\(Y^{*}_{2}\in[y_{0},y_{1})\) are chosen such that
$$\begin{aligned} &H_{j}\bigl(\tilde{\eta}_{j}\bigl(\xi, \eta,X^{*}_{2},Y^{*}_{2}\bigr)\bigr)+ \int _{b_{j}(x_{0})}^{b_{j}(X^{*}_{2})} \int_{c_{j}(y_{0})}^{c_{j}(Y^{*}_{2})} g_{j}(\xi,\eta,s,t) \\ &\quad \le \int_{t_{j}}^{\infty}\frac{ds}{{h_{j}(s)}\bar{h}_{j}(s)} \end{aligned}$$
(2.11)
for
\(j=1,2,\ldots,m\). Note that
\(X^{*}_{2}\ge X^{*}_{1}\) and
\(Y^{*}_{2}\ge Y^{*}_{1}\). In fact, both
\(\tilde{\eta}_{j}(\xi,\eta,x,y)\) and
\(g_{j}(\xi,\eta,x,y)\) are nondecreasing in
ξ and
η. Thus
\(X^{*}_{2}\),
\(Y^{*}_{2}\) satisfying (
2.11) will get smaller as
ξ,
η are chosen larger.
First, (
2.10) holds for
\(m=1\). In fact,(
2.9) for
\(m=1\) is written as
$$ u(x,y)\leq z_{1}(x,y),\quad (x,y)\in \bigl[b_{*}(x_{0})-h, \xi\bigr]\times[y_{0}, \eta], $$
(2.13)
where
$$ z_{1}(x,y)= \textstyle\begin{cases} \eta_{1}(x,y)+ \int_{b_{1}(x_{0})}^{b_{1}(x)}\int_{c_{1}(y_{0})}^{c_{1}(y)} g_{1}(\xi,\eta,s,t) h_{1}(u(s,t)) \\ \quad {}\times\bar{h}_{1} (\max_{\tilde{\eta}\in[s-h, s]}u(\tilde{\eta},t) )\,dt\,ds, \quad (x,y)\in[x_{0},\xi]\times[y_{0},\eta] \\ \eta_{1}(x_{0},y), \quad (x,y)\in[b_{*}(x_{0})-h, x_{0}]\times[y_{0},\eta], \end{cases} $$
(2.14)
\(z_{1}(x,y)\) is a nondecreasing function on
\([x_{0}, \xi]\times[y_{0},\eta]\). Then
$$\begin{aligned} \frac{\partial}{\partial x}z_{1}(x,y) =&\frac{\partial }{\partial x} \eta_{1}(x,y)+ \int_{c_{1}(y_{0})}^{c_{1}(y)} g_{1}\bigl(\xi, \eta,b_{1}(x),t\bigr) h_{1}\bigl(u\bigl(b_{1}(x),t \bigr)\bigr) \\ &{}\times\bar{h}_{1} \Bigl(\max_{\tilde{\eta }\in[b_{1}(x)-h, b_{1}(x)]}u(\tilde{ \eta},t) \Bigr)\, dtb'(x) \end{aligned}$$
for all
\((x,y)\in[x_{0},\xi]\times[y_{0},\eta] \). We have
\(0< h_{1}(u(s,t))\bar{h}_{1}(u(s,t))\le h_{1}(z_{1}(s,t))\bar{h}_{1}(z_{1}(s,t)) \le h_{1}(z_{1}(x,y))\bar{h}_{1}(z_{1}(x,y)) \) by (C3) and (
2.13)
\(s\le b_{1}(x)\le x\),
\(t\le c_{1}(y)\le y\) and both
\(z_{1}\) and
\(h_{1}\tilde{h}_{1}\) are nondecreasing. Thus
$$\begin{aligned}& \frac{\frac{\partial}{\partial x}z_{1}(x,y)}{h_{1}(z_{1}(x,y))\bar{h}_{1}(z_{1}(x,y))} \\& \quad \le \frac{\frac{\partial}{\partial x}\eta _{1}(x,y)}{h_{1}(\eta_{1}(x,y))\bar{h}_{1}(\eta_{1}(x,y))}+\frac {b'(x)}{h_{1}(z_{1}(x,y))\bar{h}_{1}(z_{1}(x,y))} \\& \qquad {}\times \int_{c_{1}(y_{0})}^{c_{1}(y)} g_{1}\bigl(\xi, \eta,b_{1}(x),t\bigr) h_{1}\bigl(u\bigl(b_{1}(x),t \bigr)\bigr)\bar{h}_{1} \Bigl(\max_{\tilde{\eta}\in [b_{1}(x)-h, b_{1}(x)]}u(\tilde{ \eta},t) \Bigr)\,dt \\& \quad \le \frac{\frac{\partial}{\partial x}\eta_{1}(x,y)}{h_{1}(\eta_{1}(x,y))\bar {h}_{1}(\eta_{1}(x,y))}+b'(x) \int_{c_{1}(y_{0})}^{c_{1}(y)} g_{1}\bigl(\xi, \eta,b_{1}(x),t\bigr)\,dt. \end{aligned}$$
(2.15)
Integrating inequality (
2.15) from
\(x_{0}\) to
x, from (
2.4) we get
$$\begin{aligned} H_{1}\bigl(Z_{1}(x,y)\bigr) \le& H_{1}\bigl( \eta_{1}(x,y)\bigr)+ \int _{x_{0}}^{x}b'(s) \int_{c_{1}(y_{0})}^{c_{1}(y)} g_{1}\bigl(\xi, \eta,b_{1}(s),t\bigr)\,dt\,ds \\ =& H_{1}\bigl(\eta_{1}(x,y)\bigr)+ \int_{b_{1}(x_{0})}^{b_{1}(x)} \int _{c_{1}(y_{0})}^{c_{1}(y)} g_{1}(\xi,\eta,s,t)\,dt \,ds \end{aligned}$$
(2.16)
for all
\((x,y)\in[x_{0},\xi]\times[y_{0},\eta]\). From (
2.14), (
2.16), and the monotonicity of
\(H^{-1}_{1}\), we have
$$ u(x,y))\le H^{-1}_{1}\biggl( H_{1}\bigl(\eta_{1}(x,y)\bigr)+ \int_{b_{1}(x_{0})}^{b_{1}(x)} \int _{c_{1}(y_{0})}^{c_{1}(y)} g_{1}(\xi,\eta,s,t)\,dt \,ds\biggr) $$
(2.17)
for
\(x_{0}\le x\le\xi< X^{*}_{2}\),
\(Y_{0}\le y \le\eta< Y^{*}_{2}\), implying that (
2.7) is true for
\(m=1\).
Assume that (
2.10) holds for
\(m=k\). Consider
$$\begin{aligned}& u(x,y) \leq \eta_{1}(x,y)+\sum_{j=1}^{k+1} \int_{b_{j}(x_{0})}^{b_{j}(x)} \int_{c_{j}(y_{0})}^{c_{j}(y)} g_{j}(\xi,\eta,s,t) \\& \hphantom{u(x,y) \leq{}}{}\times h_{j}\bigl(u(s,t)\bigr)\bar{h}_{j} \Bigl(\max_{\tilde{\eta}\in[s-h, s]}u(\tilde{\eta},t)\Bigr)\,dt\,ds,\quad (x,y) \in[x_{0},\xi]\times[y_{0},\eta] \\& u(x,y) \leq \psi (x,y), \quad (x,y)\in\bigl[b_{*}(x_{0})-h, x_{0}\bigr]\times[y_{0},\eta] . \end{aligned}$$
(2.18)
Let
$$ z_{2}(x,y)= \textstyle\begin{cases} \eta_{1}(x,y) +\sum_{j=1}^{k+1} \int_{b_{j}(x_{0})}^{b_{j}(x)}\int _{c_{j}(y_{0})}^{c_{j}(y)} g_{j}(\xi,\eta, s,t)h_{j}(u(s,t)) \\ \quad {}\cdot\bar{h}_{j}(\max_{\tilde{\eta}\in[s-h, s]}u(\tilde {\eta},t))\,dt\,ds,\quad (x,y)\in[x_{0},\xi]\times[y_{0},\eta], \\ \eta_{1}(x_{0},y),\quad (x,y)\in [b_{*}(x_{0})-h, x_{0}]\times[y_{0},\eta]. \end{cases} $$
(2.19)
Then
\(z_{2}\) is a nondecreasing function on
\([x_{0}, x]\times[y_{0},\eta]\). By (
2.19) and the definition of
\(z_{2}\), it follows that
$$ u(x,y)\leq z_{2}(x,y),\quad (x,y)\in \bigl[b_{*}(x_{0})-h, \xi\bigr]\times [y_{0}, \eta]. $$
(2.20)
Since
\(h_{j}\bar{h}_{j}\) is nondecreasing and
\(z_{2}(x,y)>0\),
\(b'_{j}(x)\ge 0\), and
\(b_{j}(x)\le x\), we have
$$\begin{aligned}& \frac{\frac{\partial}{\partial x}z_{2}(x,y)}{h_{1}(z_{2}(x,y))\bar {h}_{1}(z_{2}(x,y))} \\& \quad \le\frac{\frac{\partial}{\partial x}\eta _{1}(x,y)}{h_{1}(z_{2}(x,y))\bar{h}_{1}(z_{2}(x,y))}+\sum_{j=1}^{k+1} \frac{b'_{j}(x)}{ h_{1}(z_{2}(x,y))\bar{h}_{1}(z_{2}(x,y))} \\& \qquad {}\cdot \int_{c_{j}(y_{0})}^{c_{j}(y)}g_{j}\bigl(X,Y,b_{j}(x),t \bigr)h_{j}\bigl(u\bigl(b_{j}(x),t\bigr)\bigr) h_{j}\Bigl(\max_{\xi\in[b_{j}(x)-h,b_{j}(x)]}u(\tilde{\eta},t)\Bigr)\,dt \\& \quad \le\frac{\frac{\partial}{\partial x}\eta_{1}(x,y)}{h_{1}(\eta _{1}(x,y))\bar{h}_{1}(\eta_{1}(x,y))}+\sum_{j=1}^{k+1} \frac{b'_{j}(x)}{ h_{j}(z_{2}(x,y))\bar{h}_{j}(z_{2}(x,y))} \\& \qquad {}\cdot \int_{c_{j}(y_{0})}^{c_{j}(y)}g_{j}\bigl(\xi, \eta,b_{j}(x),t\bigr)h_{j}\bigl(z_{2} \bigl(b_{j}(x),t\bigr)\bigr) \bar{h}_{j}\Bigl(\max _{\tilde{\eta}\in [b_{j}(x)-h,b_{j}(x)]}z_{2}(\tilde{\eta},t)\Bigr)\,dt \\& \quad \le\frac{\frac{\partial}{\partial x}\eta_{1}(x,y)}{h_{1}(\eta _{1}(x,y))\bar{h}_{1}(\eta_{1}(x,y))} +b'_{1}(x) \int_{c_{1}(y_{0})}^{c_{1}(y)}g_{1}\bigl(\xi, \eta,b_{1}(x),t\bigr)\,dt+\sum_{j=1}^{k}b'_{j+1}(x) \\& \qquad {} \cdot \int_{c_{j}(y_{0})}^{c_{j}(y)}g_{j+1}\bigl(\xi,\eta ,b_{j+1}(x),t\bigr)\tilde{h}_{j+1}\bigl(z_{2} \bigl(b_{j+1}(x),t\bigr)\bigr) \hat{h}_{j+1}\Bigl(\max _{\tilde{\eta}\in [b_{j}(x)-h,b_{j}(x)]}z_{2}(\tilde{\eta},t)\Bigr)\,dt \end{aligned}$$
for all
\((x,y)\in[x_{0},X_{1}^{*}]\times[y_{0},Y_{1}^{*}]\), where
\(\tilde {h}_{j+1}(u):=h_{j+1}(u)/h_{1}(u)\),
\(\hat{h}_{j+1}(u):=\bar{h}_{j+1}(u)/\bar{h}_{1}(u)\),
\(j=1,\ldots,k\). Integrating the above inequality from
\(x_{0}\) to
x, we can obtain
$$\begin{aligned} H_{1}\bigl(z_{2}(x,y)\bigr) \le& H_{1}\bigl( \eta_{1}(x,y)\bigr)+ \int_{b_{1}(x_{0})}^{b_{1}(x)} \int _{c_{1}(y_{0})}^{c_{1}(y)}g_{1}(\xi,\eta,s,t)\,dt \,ds \\ &{} +\sum_{j=1}^{k} \int_{b_{j+1}(x_{0})}^{b_{j+1}(x)} \int _{c_{j+1}(y_{0})}^{c_{j+1}(y)}g_{j+1}(\xi,\eta,s,t) \tilde{h}_{j+1}\bigl(z_{2}(s,t)\bigr) \\ &{} \cdot\hat{h}_{j+1} \Bigl(\max_{\tilde{\eta}\in [s-h,s]}z_{2}( \tilde{\eta},t) \Bigr)\,dt\,ds \end{aligned}$$
(2.21)
for all
\((x,y)\in[x_{0},X]\times[y_{0},Y]\). Let
$$ \begin{aligned} &\eta(x,y):=H_{1}\bigl(z_{2}(x,y)\bigr), \\ &\varrho_{1}(x,y):=H_{1}\bigl(\eta_{1}(x,y) \bigr)+ \int_{b_{1}(x_{0})}^{b_{1}(x)} \int _{c_{1}(y_{0})}^{c_{1}(y)}g_{1}(\xi,\eta,s,t)\,dt \,ds. \end{aligned} $$
(2.22)
Then inequality (
2.21) can be rewritten as
$$\begin{aligned}& \eta(x,y) \le \varrho_{1}(x,y)+\sum_{j=1}^{k} \int _{b_{j+1}(x_{0})}^{b_{j+1}(x)} \int _{c_{j+1}(y_{0})}^{c_{j+1}(y)}g_{j+1}(\xi,\eta,s,t)\tilde {h}_{j+1}\bigl(H_{1}^{-1}\bigl(z_{2}(s,t) \bigr)\bigr) \\& \hphantom{\eta(x,y) \le{}}{} \cdot\hat{h}_{j+1}\Bigl(\max_{\tilde{\eta}\in [s-h,s]}H_{1}^{-1} \bigl(z_{2}(\tilde{\eta},t)\bigr)\Bigr)\,dt\,ds, \quad (x,y)\in [x_{0},X]\times[y_{0},Y], \\& \eta(x,y) = H_{1}\bigl(\eta_{(}x_{0},y)\bigr)\le \varrho_{1}(x_{0}, y), \quad (x,y)\in\bigl[b_{*}(x_{0})-h, x_{0}\bigr]\times[y_{0},Y], \end{aligned}$$
(2.23)
the same form as (
2.9) for
\(m=k\). By (C3), each
\((\bar {h}_{j+1}\circ H_{1}^{-1})(\tilde{h}_{j+1}\circ H_{1}^{-1})\) (
\(j=1,\ldots,k\)) is a nonnegative continuous and increasing function on
\(\mathbb{R}_{+}\) and positive on
\((0,+\infty)\). Moreover,
\((\tilde{h}_{j}\circ H_{1}^{-1})\propto(\hat{h}_{j+1}\circ H_{1}^{-1})\) for all
\(j=2,\ldots, k\). By the inductive assumption, we have
$$ \eta(x,y)\le \bar{H}_{k+1}^{-1}\biggl( \bar{H}_{k+1}\bigl(\varrho _{k}(x,y)\bigr)+ \int_{b_{k+1}(x_{0})}^{b_{k+1}(x)} \int_{c_{k+1}(y_{0})}^{c_{k+1}(y)} g_{k+1}(\xi,\eta,s,t)\,dt \,ds\biggr) $$
(2.24)
for
\(x_{0}\le x\le\min\{\xi, X_{3}^{*}\}\),
\(y_{0}\le y\le\min\{\eta, Y_{3}^{*}\}\), where
$$ \bar{H}_{j+1}(t):= \int_{\tilde{t}_{j+1}}^{t}\frac{ds}{\tilde {h}_{j+1}(H_{1}^{-1}(s))\hat{h}_{j+1}(H_{1}^{-1}(s))},\quad t>0, $$
(2.25)
\(\tilde{t}_{j+1}=H_{1}(t_{j+1})\),
\(\bar{H}^{-1}_{j+1}\) is the inverse of
\(\bar{H}_{j+1}\),
\(j=1,\ldots, k\),
$$ \varrho_{j+1}(x,y):=\bar{H}^{-1}_{j+1} \biggl(\bar{H}_{j+1}\bigl(\varrho _{j}(x,y)\bigr)+ \int_{b_{j+1}(x_{0})}^{b_{j+1}(x)} \int_{c_{j+1}(y_{0})}^{c_{j+1}(y)}g_{j+1}(\xi,\eta,s,t)\,dt \,ds\biggr), $$
(2.26)
\(j=1,\ldots,k-1\), and
\(X^{*}_{3}\),
\(Y^{*}_{3}\) are chosen such that
$$\begin{aligned}& \bar{H}_{j+1}\bigl(\varrho_{j}\bigl(X^{*}_{3},Y^{*}_{3} \bigr)\bigr)+ \int _{b_{j+1}(x_{0})}^{b_{j+1}(X^{*}_{3})} \int_{c_{j+1}(y_{0})}^{c_{j+1}(Y^{*}_{3})}g_{j+1}(\xi,\eta,t,s)\,dt \,ds \\& \quad \le \int_{\tilde{t}_{j+1}}^{H_{1}(\infty)}\frac{ds}{\tilde {h}_{j+1}(H^{-1}_{1}(s))\hat{h}_{j+1}(H_{1}^{-1}(s))},\quad j=1, \ldots,k. \end{aligned}$$
(2.27)
Note that
$$\begin{aligned} \bar{H}_{j}(t) =& \int_{\tilde{t}_{j}}^{t}\frac {ds}{\tilde{h}_{j}(H_{1}^{-1}(s))\hat{h_{j}}(H_{1}^{-1}(s))} \\ =& \int_{H_{1}(t_{j})}^{t}\frac{h_{1}(H^{-1}_{1}(s))\bar {h}_{1}(H^{-1}_{1}(s))\,ds}{h_{j}(H_{1}^{-1}(s))\bar{h}_{j}(H_{1}^{-1}(s))} \\ =& \int_{H_{1}(t_{j})}^{t}\frac{h_{1}(H^{-1}_{1}(s))\bar {h}_{1}(H^{-1}_{1}(s))\,ds}{h_{j}(H_{1}^{-1}(s))\bar{h}_{j}(H_{1}^{-1}(s))} \\ =& \int_{t_{j}}^{H^{-1}_{1}(t)}\frac{ds}{h_{j}(s)\bar{h}_{j}(s)}=H_{j}\bigl(H^{-1}_{1}(t)\bigr), \quad j=2, \ldots,k+1. \end{aligned}$$
(2.28)
Then, from (
2.20), (
2.24), and (
2.28), we get
$$\begin{aligned} u(x,y) \le& H^{-1}_{1}\bigl(\eta(x,y)\bigr) \\ \le& H_{k+1}^{-1}\biggl(H_{k+1} \bigl(H^{-1}_{1}\bigl(\varrho_{k}(x,y)\bigr) \bigr) + \int_{b_{k+1}(x_{0})}^{b_{k+1}(x)} \int_{c_{k+1}(y_{0})}^{c_{k+1}(y)} g_{k+1}(\xi,\eta,s,t)\,dt \,ds\biggr) \end{aligned}$$
(2.29)
for
\(x_{0}\le x\le\min\{X, X_{3}^{*}\}\),
\(y_{0}\le y\le\min\{Y, Y_{3}^{*}\} \). Let
\(\tilde{\varrho}_{j}(x,y)=H^{-1}_{1}(\varrho_{j}(x,y))\). Then
$$\begin{aligned} \tilde{\varrho}_{1}(x,y) =&H_{1}\bigl( \varrho_{1}(x,y)\bigr) \\ =&H^{-1}_{1}\biggl(H_{1}\bigl( \eta_{1}(x,y)\bigr)+ \int_{b_{1}(x_{0})}^{b_{1}(x)} \int _{c_{1}(y_{0})}^{c_{1}(y)}g_{1}(\xi,\eta,s,t)\,dt \,ds\biggr) \\ =&H^{-1}_{1}\biggl(H_{1}\bigl(\tilde{ \eta}_{1}(\xi,\eta,x,y)\bigr)+ \int _{b_{1}(x_{0})}^{b_{1}(x)} \int_{c_{1}(y_{0})}^{c_{1}(y)}g_{1}(\xi,\eta,s,t)\,dt \,ds\biggr) \\ =&\tilde{\eta}_{2}(X,Y,x,y). \end{aligned}$$
(2.30)
Moreover, with the assumption that
\(\tilde{\varrho}_{k}(x,y)=\tilde {\eta}_{k+1}(\xi,\eta,x,y)\), we get
$$\begin{aligned} \tilde{\varrho}_{k+1}(x,y) =&H^{-1}_{1}\biggl( \bar {H}^{-1}_{k+1}\biggl(\bar{H}_{k+1}\bigl( \varrho_{k}(x,y)\bigr)+ \int_{b_{k+1}(x_{0})}^{b_{k+1}(x)} \int_{c_{k+1}(y_{0})}^{c_{k+1}(y)}g_{k+1}(\xi,\eta,t,s)\,dt\,ds \biggr)\biggr) \\ =&H^{-1}_{k+1}\biggl(H_{k+1}\bigl(H^{-1}_{1} \bigl(\varrho_{k}(x,y)\bigr)\bigr)+ \int _{b_{k+1}(x_{0})}^{b_{k+1}(x)} \int_{c_{k+1}(y_{0})}^{c_{k+1}(y)}g_{k+1}(\xi,\eta,t,s)\,dt\,ds \biggr) \\ =&H^{-1}_{k+1}\biggl(H_{k+1}\bigl(\tilde{ \varrho}_{k}(x,y)\bigr)+ \int _{b_{k+1}(x_{0})}^{b_{k+1}(x)} \int_{c_{k+1}(y_{0})}^{c_{k+1}(y)}g_{k+1}(\xi,\eta,t,s)\,dt\,ds \biggr) \\ =&H^{-1}_{k+1}\biggl(H_{k+1}\bigl(\tilde{ \eta}_{k+1}(\xi,\eta ,x,y)\bigr)+ \int_{b_{k+1}(x_{0})}^{b_{k+1}(x)} \int_{c_{k+1}(y_{0})}^{c_{k+1}(y)}g_{k+1}(\xi,\eta,t,s)\,dt\,ds \biggr) \\ =&\tilde{\eta}_{k+2}(\xi,\eta,x,y). \end{aligned}$$
(2.31)
This proves that
$$ \tilde{\varrho}_{j}(x,y)=\tilde{\eta}_{j+1}( \xi,\eta, x,y),\quad j=1,\ldots, k . $$
(2.32)
Therefore, (
2.27) becomes
$$\begin{aligned}& H_{j+1}\bigl(\tilde{\eta}_{j+1}\bigl(\xi, \eta,X^{*}_{3},Y^{*}_{3}\bigr) \bigr)+ \int _{b_{j+1}(x_{0})}^{b_{j+1}(X^{*}_{3})} \int_{c_{j+1}(y_{0})}^{c_{j+1}(Y^{*}_{3})}g_{j+1}(\xi,\eta,t,s)\,dt \,ds \\& \quad \le \int_{\tilde{t}_{j+1}}^{H_{1}(\infty)}\frac{ds}{\tilde {h}_{j+1}(H^{-1}_{1}(s))\hat{h}_{j+1}(H_{1}^{-1}(s))} \\& \quad = \int_{t_{j+1}}^{\infty}\frac{ds}{h_{j+1}(s)\bar{h}_{j+1}(s)},\quad j=1, \ldots,k, \end{aligned}$$
(2.33)
which implies that
\(X^{*}_{2}=X^{*}_{3}\),
\(\xi\le X^{*}_{3}\),
\(Y^{*}_{2}=Y^{*}_{3}\),
\(\eta\le Y^{*}_{3}\). From (
2.29) we obtain
$$ u(x,y)\le H_{k+1}^{-1}\biggl(H_{k+1}\bigl(\tilde{ \eta}_{k+1}(\xi,\eta,x,y)\bigr)+ \int _{b_{k+1}(x_{0})}^{b_{k+1}(x)} \int_{c_{k+1}(y_{0})}^{c_{k+1}(y)} g_{k+1}(\xi,\eta,s,t)\,dt \,ds\biggr) $$
for
\(x_{0}\le x\le \min\{X,X_{2}^{*}\}\),
\(y_{0}\le y\le \min\{Y,Y_{2}^{*}\}\). This proves (
2.10) by induction.