The set of probability distribution solutions of a linear functional equation
Janusz Morawiec ; Ludwig Reich
Annales Polonici Mathematici, Tome 93 (2008), p. 253-261 / Harvested from The Polish Digital Mathematics Library
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Let (Ω,,P) be a probability space and let τ: ℝ×Ω → ℝ be a function which is strictly increasing and continuous with respect to the first variable, measurable with respect to the second variable. Given the set of all continuous probability distribution solutions of the equation F(x)=∫ΩF(τ(x,ω))dP(ω) we determine the set of all its probability distribution solutions.

Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:280708 
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Janusz Morawiec; Ludwig Reich. The set of probability distribution solutions of a linear functional equation. Annales Polonici Mathematici, Tome 93 (2008) pp. 253-261. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ap93-3-6/