Problem

Source: Israeli Olympic Revenge 2018, Problem 4

Tags: function, functional equation, algebra



Let $F:\mathbb R^{\mathbb R}\to\mathbb R^{\mathbb R}$ be a function (from the set of real-valued functions to itself) such that $$F(F(f)\circ g+g)=f\circ F(g)+F(F(F(g)))$$for all $f,g:\mathbb R\to\mathbb R$. Prove that there exists a function $\sigma:\mathbb R\to\mathbb R$ such that $$F(f)=\sigma\circ f\circ\sigma$$for all $f:\mathbb R\to\mathbb R$.