Sufficiency of limsup condition for well-definedness of the generalized upper Legendre conjugate
Determine whether the condition sup_{0 < t < t0} limsup_{u → +∞} (σ(tu)/τ(u)) ≤ 1 implies the existence, for each t ∈ (0, t0), of a constant D_t such that σ(s) − τ(s/t) ≤ D_t for all s ≥ 0, thereby ensuring that the generalized upper Legendre conjugate σ widehat⋆ τ is well-defined on (0, t0).
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In general it is not clear if (iii)⇒(ii) in Lemma \ref{uppertransformfinite} holds; for this note that uppertransformfiniteequweak precisely means $$\forall\;t\in(0,t_0)\;\forall\;\epsilon>0\;\exists\;D_{t,\epsilon}>0\;\forall\;u\ge 0:\;\;\;\sigma(tu)\le(1+\epsilon)\tau(u)+D_{t,\epsilon},$$ but which does not imply necessarily uppetransfromwelldefequ.
uppertransformfiniteequweak:
uppetransfromwelldefequ: