Probability distribution solutions of a general linear equation of infinite order

• Autorzy: Tomasz Kochanek , Janusz Morawiec
• Języki publikacji: EN

Abstrakty

EN

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

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Annales Polonici Mathematici
• Rocznik: 2009
• Tom: 95
• Numer: 2
• Strony: 103-114

Daty

wydano

2009

Twórcy

autor

Tomasz Kochanek

• Institute of Mathematics, Silesian University, Bankowa 14, 40-007 Katowice, Poland

autor

Janusz Morawiec

• Institute of Mathematics, Silesian University, Bankowa 14, 40-007 Katowice, Poland

Identyfikatory

DOI

10.4064/ap95-2-1