Let A be a matrix with the absolute values of all eigenvalues strictly larg
er than one, and let Z(0) be a subset of Z such that n is an element of Z(0
) implies n + 1 is an element of Z(0). Denote the space of all compactly su
pported distributions by D', and the usual convolution between two compactl
y supported distributions f and g by f * g. For any bounded sequence G(n) a
nd H-n, n is an element of Z(0), in D', define the corresponding nonstation
ary nonhomsgeneous refinement equation
Phi (n) = H-n* Phi (n+1)(A.) + G(n) for all n is an element of Z(0), (*)
where Phi (n), n is an element of Z(0), is in a bounded set of D'. The nons
tationary nonhmogeneous refinement equation (*) arises in the construction
of wavelets on bounded domain, multiwavelets, and of biorthogonal wavelets
on nonuniform meshes. In this paper, we study the existence problem of comp
actly supported distributional solutions Phi (n), n is an element of Z(0),
of the equation (*). In fact, we reduce the existence problem to finding a
bounded solution (F) over tilde (n) of the linear equations
(F) over tilde (n) - S-n(F) over tilde (n+1) = (G) over tilde (n) for all n
is an element of Z(0),
where the matrices S-n and the vectors (G) over tilde (n), n is an element
of Z(0), can be constructed explicitly from H-n and G(n) respectively. The
results above are still new even for stationary nonhomogeneous refinement e
quations.