On Lipschitzian solutions to an inhomogeneous linear iterative equation (Q264156)

Let \((\Omega,\mathcal{A},P)\) be a probability space and \((X,\rho)\) be a complete and separable metric space. Denote by \(\mathcal{B}\) the \(\sigma\)-algebra of all Borel subsets of \(X\) and consider a function \(f:\, X\times\Omega\to X\) which is measurable with respect to the product \(\sigma\)-algebra \(\mathcal{B}\otimes\mathcal{A}\) and satisfying the following conditions \[ \int_{\Omega}\rho(f(x,\omega),f(z,\omega))P(d\omega)\, \leq\, \lambda\rho(x,z) \] for all \(x,z\in X\) with a \(\lambda\in[0,1)\), and \[ \int_{\Omega}\rho(f(x,\omega),x)P(d\omega)<\infty \] for every \(x\in X\). The main aim of the paper is to study the problem of existence, uniqueness and continuous dependence of Lipschitzian solutions \(\varphi:\, X\to\mathbb{R}\) of the equation \[ \varphi(x)=F(x) - \int_{\Omega}\varphi(f(x,\omega))P(d\omega). \]