Weak limit of iterates of some random-valued functions and its application (Q2182695): Difference between revisions

Let \(f: X \times \Omega \to X\) be a random function in a probability space \((\Omega, \mathcal A,P)\). The iterates \(f^n\) are defined on the product probability space \((\Omega^{\infty}, \mathcal A^{\infty},P^{\infty})\). Let \(F:X\to Y\) be a given Lipschitz mapping acting on Banach spaces. The authors investigate the integral equation \(\varphi(x) = \int_{\Omega} \varphi(f(x, \omega)) P(d\omega) + F(x)\) by means of the method of iterations.