We introduce Omega functions that generalize Euler Gamma functions and study the functional difference equation they satisfy. Under a natural exponential growth condition, the vector space of meromorphic solutions of the functional equation is finite dimensional. We construct a basis of the space of solutions composed by Omega functions. Omega functions are defined as exponential periods. They have a meromorphic extension to the complex plane of order 1 with simple poles at negative integers. They are characterized by their growth property on vertical strips and their functional equation. This generalizes Wielandt's characterization of Euler Gamma function. We also introduce Incomplete Omega functions that play an important role in the proofs.