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A functional equation whose unknown is P([0,1]) valued

Abstract

We study a functional equation whose unknown maps a euclidean space into the space of probability distributions on [0,1]. We prove existence and uniqueness of its solution under suitable regularity and boundary conditions and we characterize solutions that are diffuse on [0,1]. A canonical solution is obtained by means of a Randomly Reinforced Urn with different reinforcement distributions having equal means.

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