Probability distribution solutions of a general linear equation of infinite order
Tomasz Kochanek ; Janusz Morawiec
Annales Polonici Mathematici, Tome 95 (2009), p. 103-114 / Harvested from The Polish Digital Mathematics Library
Access to full text
Full (PDF)

Let (Ω,,P) be a probability space and let τ: ℝ × Ω → ℝ be strictly increasing and continuous with respect to the first variable, and -measurable with respect to the second variable. We obtain a partial characterization and a uniqueness-type result for solutions of the general linear equation F(x)=∫ΩF(τ(x,ω))P(dω) in the class of probability distribution functions.

Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:280914 
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-ap95-2-1,
     author = {Tomasz Kochanek and Janusz Morawiec},
     title = {Probability distribution solutions of a general linear equation of infinite order},
     journal = {Annales Polonici Mathematici},
     volume = {95},
     year = {2009},
     pages = {103-114},
     zbl = {1159.60307},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ap95-2-1}
}

Tomasz Kochanek; Janusz Morawiec. Probability distribution solutions of a general linear equation of infinite order. Annales Polonici Mathematici, Tome 95 (2009) pp. 103-114. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ap95-2-1/