Prove that if f:R→R is such that f(x+y)=f(x)f(y) for all x,y, and f is continuous at 0, then it is continuous everywhere.
If there exists c∈R such that f(c)=0, then
f(x+c)=f(x)f(c)=0.
As every real number y can be written as y=x+c for some real x, this function is either everywhere zero or nowhere zero. The latter case is the interesting one. So let's consider the case that f is not the constant function f=0.
To prove continuity in this case, note that for any x∈R
f(x)=f(x+0)=f(x)f(0)⟹f(0)=1.
Continuity at 0 tells us that given any ε0>0, we can find δ0>0 such that |x|<δ0 implies
|f(x)−1|<ε0.
Okay, so let c∈R be fixed arbitrarily (recall that f(c) is nonzero). Let ε>0. By continuity of f at 0, we can choose δ>0 such that
|x−c|<δ⟹|f(x−c)−1|<ε|f(c)|.
Now notice that for all x such that |x−c|<δ, we have
|f(x)−f(c)|=|f(x−c+c)−f(c)|=|f(x−c)f(c)−f(c)|=|f(c)||f(x−c)−1|<|f(c)|ε|f(c)|=ε.
Hence f is continuous at c. Since c was arbitrary, f is continuous on all of R.
Is my procedure correct?
Answer
One easier thing to do is to notice that f(x)=(f(x/2))2 so f is positive, and assume that it is never zero, since then the function is identically zero. Then you can define g(x)=lnf(x) and this function g will satisfy the Cauchy functional equation
g(x+y)=g(x)+g(y)
and the theory for this functional equation is well known, and it is easy to see that g is continuous if and only if it is continuous at 0.
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