Suppose K(x) measurable and
0 < K(x) ≦ 1 for x ∈ (−∞,∞). Suppose f(u) convex for u ∈ [0,1],f(0) = 0,f(u) > 0
for u ∈ (0,1), and f(u) = 1 − f′(1)(1 − u) + O(1 − u)1+δ as u → 1 for some δ > 0.
(Example: f(u) = up,p ≧ 1.) Theorem: The equation (∗)φ(x) = ∫
xx+1K(ξ)f[φ(ξ)]dξ
has a solution φ(x) satisfying 0 < φ(x) ≦ 1 for x ∈ (−∞,∞) if and only if
∫
∞eαx[1 − K(x)]dx < ∞ where α is the largest real root of α = f′(1)(1 − e−α).
Furthermore, if φ is any such solution of (∗), then the limits φ(±∞) exist and
satisfy
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