Fixed point results and their applications to Markov processes (Q2495080)

Let \((X,\leq)\) be partially ordered, \(G:X\to X\) increasing with \(G [X]\) relatively well-order complete. Define \(G[X]_+:=\{y\in X:y=\sup W\) for some well-ordered \(W\subset G[X]\}\) and \(G[X]_-:=\{y\in X:y=\inf W\) for some inversely well-ordered \(W\subset G[X]\}\). If there exist \(c \in X\) and \(f^c:G[X]_+\to X\) such that \(f^c(y)\) is an upper bound of \(\{c,y\}\) for all \(y\in G[X]_+\), then \(G\) has its greatest fixed-point \(x^*\) in \(\{x\in X:x\leq\overline x\}\), \(\overline x:= \min\{x\in X:f^c (Gx)\leq x\}\), and \(x,x^*\) are increasing respective \(G\). Similarly, if there exist \(c\in X\) and \(f_c:G[X]_-\to X\) such that \(f_c(y)\) is a lower bound of \(\{c,y\}\) for all \(y\in G[X]_-\), then \(G\) has its least fixed-point \(x_*\) in \(\{x\in X:\underline x\leq x\}\), \(\underline x:=\max\{x\in X:x\leq f_c(Gx)\}\), and \(\underline x\), \(x\), are increasing respective \(G\). In either case, the set of fixed points of \(G\) is well-order complete. On this basis, corresponding results are shown to hold for the common fixed-points of families of increasing mappings, and these are used to obtain existence and comparison results for invariant measures of Markov processes in partially ordered Polish spaces.