Aequationes Mathematicae ( IF 0.9 ) Pub Date : 2019-04-05 , DOI: 10.1007/s00010-019-00650-z Karol Baron
Given a probability space \( (\Omega , {\mathcal {A}}, P) \), a complete and separable metric space X with the \( \sigma \)-algebra \( {\mathcal {B}} \) of all its Borel subsets, a \( {\mathcal {B}} \otimes {\mathcal {A}} \)-measurable and contractive in mean \( f: X \times \Omega \rightarrow X \), and a Lipschitz F mapping X into a separable Banach space Y we characterize the solvability of the equation
$$\begin{aligned} \varphi (x)=\int _{\Omega }\varphi \left( f(x,\omega )\right) P(d\omega )+F(x) \end{aligned}$$in the class of Lipschitz functions \(\varphi : X \rightarrow Y\) with the aid of the weak limit \(\pi ^f\) of the sequence of iterates \(\left( f^n(x,\cdot )\right) _{n \in {\mathbb {N}}}\) of f, defined on \( X \times \Omega ^{{\mathbb {N}}}\) by \(f^0(x, \omega ) = x\) and \( f^n(x, \omega ) = f\left( f^{n-1}(x, \omega ), \omega _n\right) \) for \(n \in {\mathbb {N}}\), and propose a characterization of \(\pi ^f\) for some special rv-functions in Hilbert spaces.
中文翻译:
一些随机值函数的迭代的弱极限及其应用
给定的概率空间\((\欧米茄,{\ mathcal {A}},P)\) ,一个完整的,可分离的度量空间X与\(\西格玛\) -代数\({\ mathcal {B}} \ )的所有Borel子集\({\ mathcal {B}} \ otimes {\ mathcal {A}} \)-可测量且收缩的均值\(f:X \ times \ Omega \ rightarrow X \),以及Lipschitz F将X映射到可分离的Banach空间Y中,我们表征了方程的可解性
$$ \ begin {aligned} \ varphi(x)= \ int _ {\ Omega} \ varphi \ left(f(x,\ omega)\ right)P(d \ omega)+ F(x)\ end {aligned } $$在Lipschitz函数类\(\ varphi:X \ rightarrow Y \)的帮助下,通过迭代序列\(\ left(f ^ n(x,\ cdot )的弱极限\(\ pi ^ f \))\ right)的f的_ {n \ in {\ mathbb {N}}} \)在\(X \ times \ Omega ^ {{{\ mathbb {N}}} \\)上由\(f ^ 0(的x,\欧米加)= X \)和\(F ^ N(X,\欧米加)= F \左(F ^ {N-1}(X,\欧米加),\欧米加_n \右)\)为\ (n \ in {\ mathbb {N}} \)中,并为希尔伯特空间中的某些特殊rv函数提出\(\ pi ^ f \)的表征。