“…s) kL m,a−1/m (X s , Y s ) ds ≤ CL m,a+ℓ/m (x, y).Due to Fatous's lemma, with ℓ = k + δ (i.e., ℓ > k) this imples,E x,yLm,a,k (τ 0,R , Xτ 0,R , Yτ 0,R ) + C ′ E x,y τ 0,R 0 s) kL m,a−1/m (X s , Y s ) ds ≤ CL m,a+ℓ/m (x, y).SinceL m,a−1/m (X s ) ≥ 1 on s <τ 0 (and on s <τ 0,R ), we getE x,yτ k+1 0,R ≤ CL m,a+ℓ/m (x, y),so that (39) is established. Now let us show(38). As explained above, to this aim we choose t 1 so thatsup u: L m,a−1/m (u)≤R+1 P u (τ 0 > t 1 ) ≤ t −(k+1) 1 sup u: L m,a−1/m (u)≤R+1…”