Stieltjes analytic functions and higher order linear differential equations

Abstract

In this work we develop a theory of Stieltjes-analytic functions. We first define the Stieltjes monomials and polynomials and we study them exhaustively. Then, we introduce the g-analytic functions locally, as an infinite series of these Stieltjes monomials and we study their properties in depth and how they relate to higher order Stieltjes differentiation. We define the exponential series and prove that it solves the first order linear problem. Finally, we apply the theory to solve higher order linear homogeneous Stieltjes differential equations with constant coefficients.