Are such functions differentiable? In my recent researches, I encountered functions $f$ satisfying the following functional inequality:
$$
(*)\; f(x)\geq f(y)(1+x-y) \; ; \; x,y\in \mathbb{R}.
$$
Since $f$ is convex (because $\displaystyle f(x)=\sup_y [f(y)+f(y)(x-y)]$), it is left and right differentiable. Also, it is obvious that all functions of the form $f(t)=ce^t$ with $c\geq 0$ satisfy
$(*)$. Now, my questions:
(1) Is $f$ everywhere differentiable?
(2) Are there any other solutions for $(*)$?
(3) Is this functional inequality well-known (any references
(paper, book, website, etc.) for such functional inequalities)?
Thanks in advance
 A: Replace $x$ with $x+y$ to get
$f(x+y)\ge f(y)(1+x)$ or $f(x+y)-f(y)\ge xf(y)$.
Replace $y$ with $x+y$ and then interchange $x$ and $y$ to get $f(x+y)-f(y)\le xf(x+y)$.
Together,
$$
xf(y)\le f(x+y)-f(y)\le xf(x+y).
$$
Dividing by $x$ and taking the limit as $x\to0$ implies that $f$ is differentiable with $f'=f$.
A: For any $x$ and for sufficiently large $n$ such that $1+x/n>0$, it holds that
\begin{align}
f(x) &\ge f\left (\frac{(n-1)x}n \right) (1+x/n)\\
&\ge f\left (\frac{(n-2)x}n \right)(1+x/n)^2 \\
&\ge \cdots \ge f(0) \left(1+ \frac x n\right)^n.
\end{align}
by substituting $(x,y)=(x,(n-1)x/n), ((n-1)x/n, (n-2)x/n),...$ in the given equation.
In other words,
$$
f(x) \ge \lim_{n\rightarrow \infty} f(0) \left(1+ \frac x n\right)^n = f(0)\cdot e^x.
$$
On the other hand, for any $y$ and for sufficiently large $n$ such that $1-y/n>0$, we can similarly get the following inequality.
\begin{align}
f(y) &\le f\left( \frac{(n-1)y} n\right) / (1-y/n)\\
&\le \cdots \le f(0)/(1-y/n)^n.
\end{align}
It implies $f(y)\le f(0) \cdot e^y$. Combining these inequalities, we get that $f(x)=f(0) \cdot e^x$ is the only solution as you wanted.
