On renewal equation on the whole axis (Q1129742)
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English | On renewal equation on the whole axis |
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On renewal equation on the whole axis (English)
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8 November 1998
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The paper deals with the convolution equation on the real axis \( f(x)-\int_{-\infty}^\infty k(x-t)f(t)dt=g(x)\), \(-\infty<x<\infty,\) with a positive kernel \(0<K\in L_1(\mathbb R)\cap L_p(\mathbb R)\), \(1<p<\infty\), for which \(\int_{-\infty}^\infty k(t)dt=1 ,\quad k(\pm\infty)=0\), \(\chi:=\int_{-\infty}^\infty tk(t)dt\not=0\). It is proved that the equation has a solution \(f(x)\) for which \(f(-\infty)=0\), \(f(+\infty)=\chi^{-1}\int_{-\infty}^\infty g(t)dt\) provided \(g\in L_1(\mathbb R)\), and the limits exist \(g(\pm\infty)=0\).
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renewal equation
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convolution equation
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