Let f be a function (0;+∞)→R with following property:
f(ab)=af(b)+bf(a).
What can f be?
It can be seen that functions δp(x)=px ln(x) work.
Now, let f0 be a solution and f0(x0)=y0, x0≠1. Because δ is continuous by p, there exists such p0 that δp0(x0)=y0.
It can be proven that
∀r∈Q f0(xr0)=δp0(xr0).
In other words, any solution must be a union of several δpS functions restricted to subsets QS⊂R+, which are equivalence classes of relation a∼b if a=bq,q∈Q.
The question is, can a solution include two or more different δp, i.e. can it be non-continuous, i.e. can it be not of form δp?
Answer
Substitute f(x)=xg(lnx) (so g(y)=e−yf(ey)). Then g:R→R satisfies the Cauchy's equation g(a+b)=g(a)+g(b), whose solutions are described in a known way (and may well be discontinous).
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