On the probabilistic representations of solutions of pantograph equations and triangle coefficients (Q6140112)

Consider the pantograph equation \[ \eta'(x)=\alpha\eta(x)+\beta\eta(ax),\quad x\geq 0. \] The probabilistic representations of solutions are presented. In some cases these can be funtionals of standard Brownian motion, while in other cases they are funtionals of an appropriately constructed Poisson point process. This study leads to phenomena of the so called triangle coefficients, which are generated by a recurrence formula and form some interesting structures.