TITLE: How unique is $e$?
QUESTION [8 upvotes]: Is the property of a function being its own derivative unique to $e^x$, or are there other functions with this property? My working for $e$ is that for any $y=a^x$, $ln(y)=x\ln a$, so $\frac{dy}{dx}=\ln(a)a^x$, which equals $a^x$ if and only if $a=e$.
Considering equations of different forms, for example $y=mx+c$ we get $\frac{dy}{dx}=m$ and $mx+c=m$ only when $m=0$ and $c=0$, so there is not solution other than $y=0$. For $y=x^a$, $\frac{dy}{dx}=ax^{a-1}$, which I think equals $x^a$ only when $a=x$ and therefore no solutions for a constant a exist other than the trivial $y=0$.
Is this property unique to equations of the form $y=a^x$, or do there exist other cases where it is true? I think this is possibly a question that could be answered through differential equations, although I am unfortunately not familiar with them yet!

REPLY [4 votes]: The equation
$$
  \frac{\mathrm{d}}{\mathrm{d}x} f(x) = f(x)
$$
is a linear (thus Lipschitz continuous), first-order ordinary differential equation on $\mathbb{R}$. By the Picard-Lindelöf theorem, such an equation has a unique solution for any initial condition of the form
$$
  f(0) = y_0
$$
with $y_0 \in \mathbb{R}$. In particular, for the condition
$$
  f(0) = 1
$$
the unique solution is $f = \exp$, so given that condition, $e \equiv \exp(1) = f(1)$ is unique.
For the general initial condition, you get, because the ODE is linear, that the solution is always
$$
  f(x) = y_0 \cdot \exp(x).
$$