A regularity theorem for composite functional equations (Q5955997)

The functional equation \(f(x+y)-f(x)=f[g(x+y)-g(x)]\) was derived from a more intricate equation arising in utility theory, that has been solved by \textit{J. Aczél, R. D. Luce} and \textit{Gy. Maksa} [J. Math. Anal. Appl. 204, No. 2, 451-471 (1996; Zbl 0870.90019)] under differentiability assumptions. In 1998 Zs. Páles found a method to solve the above equation under more natural strict monotonicity and surjectivity conditions [cf. \textit{J. Aczél, Gy. Maksa} and \textit{Zs. Páles}, ibid. 233, No. 2, 740-748 (1999; Zbl 1033.39020)], by proving first the convexity of \(f\) and \(g.\) While the method first looked specific to that equation, Páles soon found other applications. In the present paper it is successfully applied to general equations of the type \[ f(x+y)-f(x)+\sum_{j=1}^n h_j[g_j(y+z_j)-g_j(y)] \] \[ =\sum_{j=1}^n k_j[g_j(y+x+z_j)-g_j(y+x)-g_j(y+z_j)+g_j(y)] \] (\(x,y,z_j>0)\): roughly speaking the strict monotonicity of \(g_j, h_j, k_j\) implies the differentiability of \(f, h_j, k_j.\)