Functional equations and martingales

Michael Mania; Luka Tikanadze

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arXiv · 1912.06299

Functional equations and martingales

Michael Mania·Luka Tikanadze

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Abstract

We consider functional equations (Cauchy's, Abel's and some other functional equations) and show that to find general solution of these equations is equivalent to establish that a space-transformation of a Brownian Motion by suitable function (or functions) is a martingale.

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Michael Mania, Luka Tikanadze. 2019-12-13. Functional equations and martingales. https://arxiv.org/abs/1912.06299

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