Consider a RHP on the real line a jump is piece-wise H\"older continuous(or $L^2$), say for example the jump is $$g(x)=g_1(x)\chi_1+g_2(x)\chi_2,$$ where $g_j(x)$ are Holder continuous functions and $supp\chi_1\cap supp\chi_2=\emptyset$.
Do we have decomposition $m(z)=m_1(z)\chi_1(\Re(z))+m_2\chi_2(\Re(z))$, where $m_{j+}=m_{j-}g_j$ on the support of $\chi_j,j=1,2$.
My question: is my question even well-posed? Any existing theories in literature?