I have the functional equation $$ f(x+g(x)y)=f(x)+f(g(0)y)-f(0) $$ where
- $f$ is monotone increasing and continuous
- $g$ is continuous and positive
- The domain of both functions is a closed interval that includes 0.
The obvious solutions are:
- $g$ constant and $f$ linear
- $f$ constant and $g$ arbitrary.
There is also another solution:
- $g(x)=x+1$, and $f(x)=ln(x+1)$.
The question is whether there are other solutions? In particular, I am interested in the question: if $g(0)\neq 1$ is $f$ necessarily linear?
Thanks.
Let $g(0)=0$ for this example.
$$f(x+g(x)y)=f(x)$$
Since $f(x)$ is injective, this can only hold for $0=g(x)y$, except we have the problem that $y$ can be anything. Thus the only solution for this case is $g(x)=0$, which gives $f(x)$ be any monotone increasing continuous function defined at $x=0$.
We may then choose $f(x)$ to be non-linear, a contradiction to your claim.