Cauchy's equation f(x + y) = f(x) + f(y)
Statement
Find all continuous functions such that for all real .
Hint
Work step by step: first integers, then rationals, then all real numbers by density. Set .
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Solution
Step 1: basic values. Taking gives , so . Taking gives , so is odd.
Step 2: integers. By induction for every integer , and by oddness for every integer . With : .
Step 3: rationals. Let with , . Then , so .
Step 4: all reals. The functions and are continuous and agree on . By the problem *A continuous function that vanishes on the rationals* they agree everywhere.
Answer. with . Conversely every such function works.
Remark. Without continuity there are many weird (non-measurable) solutions, built with the axiom of choice. So here a single hypothesis, continuity, turns a "vast" family of solutions into just the lines through the origin.