arXiv:1912.06299 Abstract | arXiv Analytics

arXiv:1912.06299 [math.PR]Abstract References Reviews Resources

Functional equations and martingales

Published 2019-12-13Version 1

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

Categories: math.PR

Keywords: martingale, quadratic functional equations, general solution, brownian motion

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