Remark on the central limit theorem for ergodic chains (Q4940450)

A method for solving the problem \[ \dot{x}=f(t,x),\quad {\mathcal L}(x)=d, \] is proposed. Here, the function \(f(t,x)\) satisfies in the compact domain \(W=[0,T]\times \Omega,\;\Omega\subset{\mathbb{R}}^n\), the Carathéodory conditions and (component-wise) the inequalities \[ |f(t,x)|\leq M(t);\quad |f(t,x)-f(t,y)|\leq Q(t)|x-y|, \] where \(M:[0,T]\to{\mathbb{R}}^n\) is a summable vector function, \(Q: [0,T] \to L({\mathbb{R}}^n,{\mathbb{R}}^n)\) is a summable matrix function, \(|x|=(|x_{1}|,\ldots ,|x_{n}|)\) and \({\mathcal L}: C([0,T];{\mathbb{R}}^n)\to{\mathbb{R}}^n\) is a linear continuous operator. By the Riesz theorem \({\mathcal L}=\int_0^T dG(u)x(u)\), where \(G(t)\) is a left-continuous matrix-valued function of bounded variation. The problem is reduced to the integral equation \[ x(t)=G^{-1}(T)d+\int_0^T(G^{-1}(T)G(s)-Id)f(s,x(s)) ds+\int_0^t f(s,x(s)) ds. \] Conditions are obtained which guarantee the existence of at least one as well as unique solution to this equation. In the last case the convergence of sucsessive approximations to the exact solution is established. Then the authors consider some applications to two-point boundary value problems.