On an abstract analog of the Bellman-Gronwall inequality (Q1059165)

Let \(\Omega\) be a compact metric space and \(\mu\) a Borel measure on \(\Omega\). For each x in \(\Omega\) let \(M_ x\) be a closed subset of \(\Omega\). Let \(K: \Omega^ 2\to {\mathbb{C}}\) and \(f: \Omega \to {\mathbb{C}}\) be continuous. The authors prove that under suitable hypotheses the equation \[ (1)\quad \phi (x)=f(x)+\lambda \int_{M_ x}K(x,y)\phi (y)d\mu (y) \] has exactly one solution \(\phi\) in C(\(\Omega)\). Let K and f be real- valued, \(K\geq 0,\) \(\lambda =1;\) let \(\phi\) be the corresponding solution of (1). It is proved that if the continuous function \(\psi: \Omega \to R\) satisfies \[ \psi (x)\leq f(x)+\int_{M_ x}K(x,y)\psi (y)d\mu (y) \] for each x in \(\Omega\), then \(\psi\leq \phi\). Applications to the case when \(\Omega\) is not compact are also given.