All right, here is a rough sketch for the case where f is continuous. As before, f identically equal to zero is a trivial solution. Now suppose there exists a real number c for which f(c) =/= 0. Then
[tex]f(x)f(c) = f(\sqrt{x^2 + c^2}) = f(-x)f(c).[/tex]
This implies that f(x) = f(|x|) for all real x. Define [itex]g(x) = f(\sqrt{x})[/itex] for [itex]x \geq 0[/itex]. Note that g satisfies Cauchy's exponential equation: g(x + y) = g(x)g(y) for [itex]x,y \geq 0.[/itex]
Now see if you can complete the argument based off of the proof for Cauchy's exponential equation. For reference, attached is something I wrote awhile ago when I was still interested in functional equations.