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Renewal equation on the whole line. (English) Zbl 0997.60096
The paper discusses the renewal equation on the whole line and proves existence of its solution provided a non-zero absolutely continuous component of a probability distribution function going in the equation. Of course, the distribution must possess non-zero (possibly infinite) mean. The presented proof is based on the theory of Volterra integral equations.

60K05 Renewal theory
34A12 Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations
45D05 Volterra integral equations
Full Text: DOI
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