Probabilistic method for a class of functional-differential equations (Q749809): Difference between revisions

The author develops a unified approach to a wide range of functional equations with linearly transformed argument and proves some existence theorems in this setting. Let P be a probabilistic measure in the upper halfplane \(R^ 2_+\) with the distribution function F. It is assumed that (i) for any real c one has \(P((\eta,\xi)\in R^ 2_+:\eta +c\xi =c)\neq 1\); (ii) \(\iint_{R^ 2_+}| \lambda | F(d\lambda,d\mu)<\infty\). Denote \(I=\iint_{R^ 2_+}\ln \mu F(d\lambda,d\mu)\). The following integral equation is considered: \(y(t)=\iint_{R^ 2_+}y(\frac{t-\lambda}{\mu})F(d\lambda,d\mu)\).