A functional equation related to symmetry of operators |
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Authors: | Michael Schwarzenberger |
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Institution: | 1.Institut für Mathematische Stochastik,Dresden,Germany;2.Institute of Machine Tools and Control Engineering,Dresden,Germany |
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Abstract: | In this note we determine the unique solution to the functional equation \(f(x + y) ( x- y) = \left( f(x) -f (y) \right) (x + y)\). We require no additional assumptions on the function \(f\). Moreover we solve this functional equation if \(f\) is only defined on a finite interval. The interest in this type of functional equation is motivated by the study of symmetrizing measures for (the generator of) a Lévy-driven Ornstein–Uhlenbeck process. |
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