Volterra-Choquet integral equations (Q2297063)

The paper deals with the Volterra-Choquet equation, which is the classical Volterra equation of the second kind in which the Lebesgue type integral \(\int ds\) is replaced by the Choquet integral \((C)\int d\mu(s)\). The author considers the following equation \[ \varphi(x) = f(x) +\lambda\cdot (C)\int_{a}^{x} K(x,s,\varphi(s)) d\mu(s), \quad x\in [a,b],\tag{1} \] with given \(\lambda\in\mathbb{R}$, $f:[a,b]\to \mathbb{R}$, $K:[a,b]\times [a,b]\times\mathbb{R} \to \mathbb{R}\), and the unknown function \( \varphi :[a,b]\to \mathbb{R}\). In (1), \(\mu:\mathcal{C}\to [0,\infty]\) is a monotone set function, where \(\mathcal{C}\) is a \(\sigma\)-algebra of subsets in \([a,b]\). The equation (1) does not have solutions for all monotone set functions \(\mu\). Moreover, due to the nonlinearity of the Choquet integral, the equation (1) becomes nonlinear. The paper is a continuation of the author's paper from 2019 on Fredholm-Choquet equations [J. Integral Equations Appl. 31, No.~2, 183--194 (2019; Zbl 1444.45002)]. Nevertheless, the treatment of Volterra-Choquet integral equations requires some techniques different from those for the Fredholm-Choquet integral equation. The main result of the paper, Theorem 3.1, supplies the existence and uniqueness of the solution to the equation considered. It is proved for \(\mu\) belonging to some classes of monotone, submodular and continuous, from below and from above, set functions under some reasonable conditions on \(f\) and \(K\). The paper is clearly and well written. The proof of the main result is given with details. Additionally, several remarks clear up the presented results.