On Lipschitzian solutions to an inhomogeneous linear iterative equation

Iteration of real functions in one variable (26A18) Iteration theory, iterative and composite equations (39B12) Functional equations for functions with more general domains and/or ranges (39B52) Metric spaces, metrizability (54E35) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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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 \[ \varphi(x)=F(x) - \int_{\Omega}\varphi(f(x,\omega))P(d\omega). \]

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