Analysis of the archetypal functional equation in the non-critical case

DOI10.3934/proc.2015.0132zbMath1335.45007arXiv1409.6126OpenAlexW2963636211WikidataQ59895969 ScholiaQ59895969MaRDI QIDQ260730

Leonid V. Bogachev, Gregory Derfel, Stanislav Alekseevich Molchanov

Publication date: 22 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.6126

zbMATH Keywords

maximum principleharmonic functionMarkov chainmartingalearchetypal functional equationbounded continuous solutionspantograph equation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Discrete-time Markov processes on general state spaces (60J05) Singular nonlinear integral equations (45G05) Stochastic integral equations (60H20) Random integral equations (45R05)

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