Let
A be a matrix with the absolute values of all eigenvalues strictly larger than one, and let
Z0 be a subset of
Z such than
n∈
Z0 implies
n+1∈
Z0. Denote the space of all compactly supported distributions by
D', and the usual convolution between two compactly supported distributions
f and
g by
f*
g. For any bounded sequence
Gn and
Hn,
n∈
Z0, in
D', define the corresponding nonstationary nonhomogeneous refinement equation
Φ
n =
Hn ∗ Φ
n+1(
A·) +
Gn for all
n ∈ Z
0, (*)
where Φ
n,
n∈
Z0, is in a bounded set of
D'. The nonstationary nonhomogeneous 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 compactly supported distributional solutions Φ
n,
n∈
Z0, of the equation (*). In fact, we reduce the existence problem to finding a bounded solution of the linear equations
where the matrices
Sn and the vectors
,
n∈
Z0, can be constructed explicitly from
Hn and
Gn respectively. The results above are still new even for stationary nonhomogeneous refinement equations.