Functional equations and martingales
Probability
2020-03-26 v2
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.
Cite
@article{arxiv.1912.06299,
title = {Functional equations and martingales},
author = {Michael Mania and Luka Tikanadze},
journal= {arXiv preprint arXiv:1912.06299},
year = {2020}
}