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Its easy to find all continuous function $f: \Bbb R \to \Bbb R $ satisfing the Jensen equation $$f \left( \frac{x+y}{2}\right )=\frac{f(x)+f(y)}{2}$$

But I am finding difficulty in finding all function continuous on $(a,b),a,b \in \Bbb R$, satisfying the Jensen equation.

User8976
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1 Answers1

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Hint: First solve the question for functions defined on a closed interval, rather than open. Then think of an open interval as the (infinite) union of closed intervals.

Amitai Yuval
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